ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	95.470	95.285	-0.185	-0.2%	95.700
High	95.585	95.485	-0.100	-0.1%	95.790
Low	95.120	95.000	-0.120	-0.1%	94.385
Close	95.252	95.213	-0.039	0.0%	95.253
Range	0.465	0.485	0.020	4.3%	1.405
ATR	0.604	0.595	-0.008	-1.4%	0.000
Volume	21,068	20,312	-756	-3.6%	14,613

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.688	96.435	95.480
R3	96.203	95.950	95.346
R2	95.718	95.718	95.302
R1	95.465	95.465	95.257	95.349
PP	95.233	95.233	95.233	95.175
S1	94.980	94.980	95.169	94.864
S2	94.748	94.748	95.124
S3	94.263	94.495	95.080
S4	93.778	94.010	94.946

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	95.585	94.760	0.825	0.9%	0.563	0.6%	55%	False	False	13,040
10	96.175	94.385	1.790	1.9%	0.629	0.7%	46%	False	False	7,922
20	96.210	94.050	2.160	2.3%	0.568	0.6%	54%	False	False	4,546
40	97.610	94.050	3.560	3.7%	0.578	0.6%	33%	False	False	2,591
60	97.610	93.100	4.510	4.7%	0.616	0.6%	47%	False	False	1,906
80	97.610	93.100	4.510	4.7%	0.611	0.6%	47%	False	False	1,480
100	97.610	92.095	5.515	5.8%	0.567	0.6%	57%	False	False	1,200
120	97.610	92.095	5.515	5.8%	0.550	0.6%	57%	False	False	1,004

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.153
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.546
2.618	96.755
1.618	96.270
1.000	95.970
0.618	95.785
HIGH	95.485
0.618	95.300
0.500	95.243
0.382	95.185
LOW	95.000
0.618	94.700
1.000	94.515
1.618	94.215
2.618	93.730
4.250	92.939

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	95.243	95.288
PP	95.233	95.263
S1	95.223	95.238

Download as Excel Spreadsheet

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

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