ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	95.390	95.250	-0.140	-0.1%	96.015
High	95.445	95.580	0.135	0.1%	96.305
Low	95.020	95.145	0.125	0.1%	94.950
Close	95.210	95.312	0.102	0.1%	95.392
Range	0.425	0.435	0.010	2.4%	1.355
ATR	0.597	0.586	-0.012	-1.9%	0.000
Volume	10,782	13,878	3,096	28.7%	99,173

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.651	96.416	95.551
R3	96.216	95.981	95.432
R2	95.781	95.781	95.392
R1	95.546	95.546	95.352	95.664
PP	95.346	95.346	95.346	95.404
S1	95.111	95.111	95.272	95.229
S2	94.911	94.911	95.232
S3	94.476	94.676	95.192
S4	94.041	94.241	95.073

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%	0.542	0.6%	27%	False	False	18,911
10	96.305	94.950	1.355	1.4%	0.549	0.6%	27%	False	False	20,462
20	96.305	94.385	1.920	2.0%	0.590	0.6%	48%	False	False	12,261
40	96.450	94.050	2.400	2.5%	0.581	0.6%	53%	False	False	6,570
60	97.610	94.050	3.560	3.7%	0.570	0.6%	35%	False	False	4,526
80	97.610	93.100	4.510	4.7%	0.608	0.6%	49%	False	False	3,504
100	97.610	93.100	4.510	4.7%	0.573	0.6%	49%	False	False	2,828
120	97.610	92.095	5.515	5.8%	0.556	0.6%	58%	False	False	2,363

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	0.112
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.429
2.618	96.719
1.618	96.284
1.000	96.015
0.618	95.849
HIGH	95.580
0.618	95.414
0.500	95.363
0.382	95.311
LOW	95.145
0.618	94.876
1.000	94.710
1.618	94.441
2.618	94.006
4.250	93.296

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	95.363	95.313
PP	95.346	95.312
S1	95.329	95.312

Download as Excel Spreadsheet

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

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