ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	96.520	96.930	0.410	0.4%	95.435
High	96.965	97.745	0.780	0.8%	97.215
Low	96.485	96.930	0.445	0.5%	95.390
Close	96.933	97.692	0.759	0.8%	96.654
Range	0.480	0.815	0.335	69.8%	1.825
ATR	0.572	0.589	0.017	3.0%	0.000
Volume	16,361	29,645	13,284	81.2%	157,243

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.901	99.611	98.140
R3	99.086	98.796	97.916
R2	98.271	98.271	97.841
R1	97.981	97.981	97.767	98.126
PP	97.456	97.456	97.456	97.528
S1	97.166	97.166	97.617	97.311
S2	96.641	96.641	97.543
S3	95.826	96.351	97.468
S4	95.011	95.536	97.244

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.895	101.099	97.658
R3	100.070	99.274	97.156
R2	98.245	98.245	96.989
R1	97.449	97.449	96.821	97.847
PP	96.420	96.420	96.420	96.619
S1	95.624	95.624	96.487	96.022
S2	94.595	94.595	96.319
S3	92.770	93.799	96.152
S4	90.945	91.974	95.650

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.745	95.940	1.805	1.8%	0.629	0.6%	97%	True	False	29,086
10	97.745	95.245	2.500	2.6%	0.562	0.6%	98%	True	False	26,756
20	97.745	94.950	2.795	2.9%	0.556	0.6%	98%	True	False	23,609
40	97.745	94.050	3.695	3.8%	0.582	0.6%	99%	True	False	13,119
60	97.745	94.050	3.695	3.8%	0.570	0.6%	99%	True	False	8,925
80	97.745	93.100	4.645	4.8%	0.605	0.6%	99%	True	False	6,819
100	97.745	93.100	4.645	4.8%	0.596	0.6%	99%	True	False	5,494
120	97.745	92.095	5.650	5.8%	0.563	0.6%	99%	True	False	4,590

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.100
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	101.209
2.618	99.879
1.618	99.064
1.000	98.560
0.618	98.249
HIGH	97.745
0.618	97.434
0.500	97.338
0.382	97.241
LOW	96.930
0.618	96.426
1.000	96.115
1.618	95.611
2.618	94.796
4.250	93.466

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	97.574	97.486
PP	97.456	97.281
S1	97.338	97.075

Download as Excel Spreadsheet

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

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