ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	94.905	94.900	-0.005	0.0%	95.700
High	95.065	95.510	0.445	0.5%	95.790
Low	94.385	94.760	0.375	0.4%	94.385
Close	94.971	95.253	0.282	0.3%	95.253
Range	0.680	0.750	0.070	10.3%	1.405
ATR	0.613	0.623	0.010	1.6%	0.000
Volume	4,360	4,592	232	5.3%	14,613

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.424	97.089	95.666
R3	96.674	96.339	95.459
R2	95.924	95.924	95.391
R1	95.589	95.589	95.322	95.757
PP	95.174	95.174	95.174	95.258
S1	94.839	94.839	95.184	95.007
S2	94.424	94.424	95.116
S3	93.674	94.089	95.047
S4	92.924	93.339	94.841

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.358	98.710	96.026
R3	97.953	97.305	95.639
R2	96.548	96.548	95.511
R1	95.900	95.900	95.382	95.522
PP	95.143	95.143	95.143	94.953
S1	94.495	94.495	95.124	94.117
S2	93.738	93.738	94.995
S3	92.333	93.090	94.867
S4	90.928	91.685	94.480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.905	94.385	1.520	1.6%	0.722	0.8%	57%	False	False	3,517
10	96.210	94.155	2.055	2.2%	0.693	0.7%	53%	False	False	2,435
20	96.210	94.050	2.160	2.3%	0.608	0.6%	56%	False	False	1,726
40	97.610	94.050	3.560	3.7%	0.572	0.6%	34%	False	False	1,118
60	97.610	93.100	4.510	4.7%	0.619	0.6%	48%	False	False	914
80	97.610	93.100	4.510	4.7%	0.598	0.6%	48%	False	False	726
100	97.610	92.095	5.515	5.8%	0.563	0.6%	57%	False	False	595
120	97.610	92.095	5.515	5.8%	0.547	0.6%	57%	False	False	500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.174
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.698
2.618	97.474
1.618	96.724
1.000	96.260
0.618	95.974
HIGH	95.510
0.618	95.224
0.500	95.135
0.382	95.047
LOW	94.760
0.618	94.297
1.000	94.010
1.618	93.547
2.618	92.797
4.250	91.573

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	95.214	95.151
PP	95.174	95.049
S1	95.135	94.948

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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