ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	96.930	97.520	0.590	0.6%	95.435
High	97.745	98.050	0.305	0.3%	97.215
Low	96.930	97.475	0.545	0.6%	95.390
Close	97.692	97.962	0.270	0.3%	96.654
Range	0.815	0.575	-0.240	-29.4%	1.825
ATR	0.589	0.588	-0.001	-0.2%	0.000
Volume	29,645	31,655	2,010	6.8%	157,243

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.554	99.333	98.278
R3	98.979	98.758	98.120
R2	98.404	98.404	98.067
R1	98.183	98.183	98.015	98.294
PP	97.829	97.829	97.829	97.884
S1	97.608	97.608	97.909	97.719
S2	97.254	97.254	97.857
S3	96.679	97.033	97.804
S4	96.104	96.458	97.646

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	98.050	96.115	1.935	2.0%	0.670	0.7%	95%	True	False	30,662
10	98.050	95.245	2.805	2.9%	0.582	0.6%	97%	True	False	28,438
20	98.050	94.950	3.100	3.2%	0.561	0.6%	97%	True	False	24,138
40	98.050	94.050	4.000	4.1%	0.566	0.6%	98%	True	False	13,868
60	98.050	94.050	4.000	4.1%	0.569	0.6%	98%	True	False	9,444
80	98.050	93.100	4.950	5.1%	0.603	0.6%	98%	True	False	7,212
100	98.050	93.100	4.950	5.1%	0.598	0.6%	98%	True	False	5,809
120	98.050	92.095	5.955	6.1%	0.564	0.6%	99%	True	False	4,854

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.094
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.494
2.618	99.555
1.618	98.980
1.000	98.625
0.618	98.405
HIGH	98.050
0.618	97.830
0.500	97.763
0.382	97.695
LOW	97.475
0.618	97.120
1.000	96.900
1.618	96.545
2.618	95.970
4.250	95.031

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	97.896	97.731
PP	97.829	97.499
S1	97.763	97.268

Download as Excel Spreadsheet

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

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