ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 26-Sep-2016

Day Change Summary
	Previous	Current
	23-Sep-2016	26-Sep-2016	Change	Change %	Previous Week
Open	95.310	95.390	0.080	0.1%	96.015
High	95.605	95.445	-0.160	-0.2%	96.305
Low	95.280	95.020	-0.260	-0.3%	94.950
Close	95.392	95.210	-0.182	-0.2%	95.392
Range	0.325	0.425	0.100	30.8%	1.355
ATR	0.611	0.597	-0.013	-2.2%	0.000
Volume	16,219	10,782	-5,437	-33.5%	99,173

Daily Pivots for day following 26-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.500	96.280	95.444
R3	96.075	95.855	95.327
R2	95.650	95.650	95.288
R1	95.430	95.430	95.249	95.328
PP	95.225	95.225	95.225	95.174
S1	95.005	95.005	95.171	94.903
S2	94.800	94.800	95.132
S3	94.375	94.580	95.093
S4	93.950	94.155	94.976

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.614	98.858	96.137
R3	98.259	97.503	95.765
R2	96.904	96.904	95.640
R1	96.148	96.148	95.516	95.849
PP	95.549	95.549	95.549	95.399
S1	94.793	94.793	95.268	94.494
S2	94.194	94.194	95.144
S3	92.839	93.438	95.019
S4	91.484	92.083	94.647

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.305	94.950	1.355	1.4%	0.547	0.6%	19%	False	False	19,338
10	96.305	94.950	1.355	1.4%	0.565	0.6%	19%	False	False	19,957
20	96.305	94.385	1.920	2.0%	0.587	0.6%	43%	False	False	11,629
40	96.450	94.050	2.400	2.5%	0.575	0.6%	48%	False	False	6,227
60	97.610	94.050	3.560	3.7%	0.568	0.6%	33%	False	False	4,298
80	97.610	93.100	4.510	4.7%	0.608	0.6%	47%	False	False	3,335
100	97.610	93.100	4.510	4.7%	0.570	0.6%	47%	False	False	2,689
120	97.610	92.095	5.515	5.8%	0.555	0.6%	56%	False	False	2,248

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	0.104
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.251
2.618	96.558
1.618	96.133
1.000	95.870
0.618	95.708
HIGH	95.445
0.618	95.283
0.500	95.233
0.382	95.182
LOW	95.020
0.618	94.757
1.000	94.595
1.618	94.332
2.618	93.907
4.250	93.214

Fisher Pivots for day following 26-Sep-2016
Pivot	1 day	3 day
R1	95.233	95.278
PP	95.225	95.255
S1	95.218	95.233

Download as Excel Spreadsheet

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

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