ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	97.885	98.300	0.415	0.4%	98.120
High	98.400	98.795	0.395	0.4%	98.795
Low	97.655	98.300	0.645	0.7%	97.600
Close	98.314	98.686	0.372	0.4%	98.686
Range	0.745	0.495	-0.250	-33.6%	1.195
ATR	0.555	0.551	-0.004	-0.8%	0.000
Volume	32,380	20,054	-12,326	-38.1%	102,506

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.079	99.877	98.958
R3	99.584	99.382	98.822
R2	99.089	99.089	98.777
R1	98.887	98.887	98.731	98.988
PP	98.594	98.594	98.594	98.644
S1	98.392	98.392	98.641	98.493
S2	98.099	98.099	98.595
S3	97.604	97.897	98.550
S4	97.109	97.402	98.414

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.945	101.511	99.343
R3	100.750	100.316	99.015
R2	99.555	99.555	98.905
R1	99.121	99.121	98.796	99.338
PP	98.360	98.360	98.360	98.469
S1	97.926	97.926	98.576	98.143
S2	97.165	97.165	98.467
S3	95.970	96.731	98.357
S4	94.775	95.536	98.029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.795	97.600	1.195	1.2%	0.455	0.5%	91%	True	False	20,501
10	98.795	96.485	2.310	2.3%	0.534	0.5%	95%	True	False	23,463
20	98.795	95.020	3.775	3.8%	0.526	0.5%	97%	True	False	24,042
40	98.795	94.155	4.640	4.7%	0.580	0.6%	98%	True	False	17,609
60	98.795	94.050	4.745	4.8%	0.572	0.6%	98%	True	False	12,008
80	98.795	94.050	4.745	4.8%	0.558	0.6%	98%	True	False	9,105
100	98.795	93.100	5.695	5.8%	0.604	0.6%	98%	True	False	7,370
120	98.795	93.100	5.695	5.8%	0.562	0.6%	98%	True	False	6,159

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	0.082
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.899
2.618	100.091
1.618	99.596
1.000	99.290
0.618	99.101
HIGH	98.795
0.618	98.606
0.500	98.548
0.382	98.489
LOW	98.300
0.618	97.994
1.000	97.805
1.618	97.499
2.618	97.004
4.250	96.196

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	98.640	98.532
PP	98.594	98.379
S1	98.548	98.225

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols