ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	97.910	97.885	-0.025	0.0%	96.520
High	97.975	98.400	0.425	0.4%	98.120
Low	97.655	97.655	0.000	0.0%	96.485
Close	97.940	98.314	0.374	0.4%	97.997
Range	0.320	0.745	0.425	132.8%	1.635
ATR	0.540	0.555	0.015	2.7%	0.000
Volume	17,943	32,380	14,437	80.5%	132,124

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.358	100.081	98.724
R3	99.613	99.336	98.519
R2	98.868	98.868	98.451
R1	98.591	98.591	98.382	98.730
PP	98.123	98.123	98.123	98.192
S1	97.846	97.846	98.246	97.985
S2	97.378	97.378	98.177
S3	96.633	97.101	98.109
S4	95.888	96.356	97.904

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.439	101.853	98.896
R3	100.804	100.218	98.447
R2	99.169	99.169	98.297
R1	98.583	98.583	98.147	98.876
PP	97.534	97.534	97.534	97.681
S1	96.948	96.948	97.847	97.241
S2	95.899	95.899	97.697
S3	94.264	95.313	97.547
S4	92.629	93.678	97.098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.400	97.520	0.880	0.9%	0.472	0.5%	90%	True	False	21,742
10	98.400	96.405	1.995	2.0%	0.565	0.6%	96%	True	False	26,408
20	98.400	95.020	3.380	3.4%	0.517	0.5%	97%	True	False	23,850
40	98.400	94.155	4.245	4.3%	0.573	0.6%	98%	True	False	17,118
60	98.400	94.050	4.350	4.4%	0.571	0.6%	98%	True	False	11,688
80	98.400	94.050	4.350	4.4%	0.564	0.6%	98%	True	False	8,861
100	98.400	93.100	5.300	5.4%	0.603	0.6%	98%	True	False	7,172
120	98.400	93.100	5.300	5.4%	0.561	0.6%	98%	True	False	5,993

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	0.118
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	101.566
2.618	100.350
1.618	99.605
1.000	99.145
0.618	98.860
HIGH	98.400
0.618	98.115
0.500	98.028
0.382	97.940
LOW	97.655
0.618	97.195
1.000	96.910
1.618	96.450
2.618	95.705
4.250	94.489

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	98.219	98.209
PP	98.123	98.105
S1	98.028	98.000

Download as Excel Spreadsheet

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

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