ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	95.260	95.015	-0.245	-0.3%	95.700
High	95.385	95.580	0.195	0.2%	95.790
Low	94.860	94.990	0.130	0.1%	94.385
Close	94.998	95.555	0.557	0.6%	95.253
Range	0.525	0.590	0.065	12.4%	1.405
ATR	0.616	0.614	-0.002	-0.3%	0.000
Volume	10,400	8,829	-1,571	-15.1%	14,613

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.145	96.940	95.879
R3	96.555	96.350	95.717
R2	95.965	95.965	95.663
R1	95.760	95.760	95.609	95.862
PP	95.375	95.375	95.375	95.426
S1	95.170	95.170	95.501	95.273
S2	94.785	94.785	95.447
S3	94.195	94.580	95.393
S4	93.605	93.990	95.231

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	95.580	94.385	1.195	1.3%	0.577	0.6%	98%	True	False	6,046
10	96.210	94.385	1.825	1.9%	0.630	0.7%	64%	False	False	4,059
20	96.210	94.050	2.160	2.3%	0.609	0.6%	70%	False	False	2,629
40	97.610	94.050	3.560	3.7%	0.577	0.6%	42%	False	False	1,583
60	97.610	93.100	4.510	4.7%	0.621	0.6%	54%	False	False	1,223
80	97.610	93.100	4.510	4.7%	0.606	0.6%	54%	False	False	965
100	97.610	92.095	5.515	5.8%	0.565	0.6%	63%	False	False	787
120	97.610	92.095	5.515	5.8%	0.553	0.6%	63%	False	False	660

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	0.133
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.087
2.618	97.125
1.618	96.535
1.000	96.170
0.618	95.945
HIGH	95.580
0.618	95.355
0.500	95.285
0.382	95.215
LOW	94.990
0.618	94.625
1.000	94.400
1.618	94.035
2.618	93.445
4.250	92.483

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	95.465	95.427
PP	95.375	95.298
S1	95.285	95.170

Download as Excel Spreadsheet

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

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