ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 29-Sep-2016

Day Change Summary
	Previous	Current
	28-Sep-2016	29-Sep-2016	Change	Change %	Previous Week
Open	95.390	95.315	-0.075	-0.1%	96.015
High	95.660	95.625	-0.035	0.0%	96.305
Low	95.285	95.245	-0.040	0.0%	94.950
Close	95.336	95.472	0.136	0.1%	95.392
Range	0.375	0.380	0.005	1.3%	1.355
ATR	0.571	0.557	-0.014	-2.4%	0.000
Volume	14,830	16,753	1,923	13.0%	99,173

Daily Pivots for day following 29-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.587	96.410	95.681
R3	96.207	96.030	95.577
R2	95.827	95.827	95.542
R1	95.650	95.650	95.507	95.739
PP	95.447	95.447	95.447	95.492
S1	95.270	95.270	95.437	95.359
S2	95.067	95.067	95.402
S3	94.687	94.890	95.368
S4	94.307	94.510	95.263

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	95.660	95.020	0.640	0.7%	0.388	0.4%	71%	False	False	14,492
10	96.305	94.950	1.355	1.4%	0.530	0.6%	39%	False	False	19,483
20	96.305	94.385	1.920	2.0%	0.579	0.6%	57%	False	False	13,702
40	96.450	94.050	2.400	2.5%	0.567	0.6%	59%	False	False	7,330
60	97.610	94.050	3.560	3.7%	0.560	0.6%	40%	False	False	5,034
80	97.610	93.100	4.510	4.7%	0.610	0.6%	53%	False	False	3,893
100	97.610	93.100	4.510	4.7%	0.574	0.6%	53%	False	False	3,143
120	97.610	92.095	5.515	5.8%	0.553	0.6%	61%	False	False	2,626

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.098
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.240
2.618	96.620
1.618	96.240
1.000	96.005
0.618	95.860
HIGH	95.625
0.618	95.480
0.500	95.435
0.382	95.390
LOW	95.245
0.618	95.010
1.000	94.865
1.618	94.630
2.618	94.250
4.250	93.630

Fisher Pivots for day following 29-Sep-2016
Pivot	1 day	3 day
R1	95.460	95.449
PP	95.447	95.426
S1	95.435	95.403

Download as Excel Spreadsheet

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

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