ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	98.710	98.600	-0.110	-0.1%	98.120
High	98.815	99.005	0.190	0.2%	98.795
Low	98.315	98.485	0.170	0.2%	97.600
Close	98.611	98.879	0.268	0.3%	98.686
Range	0.500	0.520	0.020	4.0%	1.195
ATR	0.528	0.527	-0.001	-0.1%	0.000
Volume	22,720	20,811	-1,909	-8.4%	102,506

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.350	100.134	99.165
R3	99.830	99.614	99.022
R2	99.310	99.310	98.974
R1	99.094	99.094	98.927	99.202
PP	98.790	98.790	98.790	98.844
S1	98.574	98.574	98.831	98.682
S2	98.270	98.270	98.784
S3	97.750	98.054	98.736
S4	97.230	97.534	98.593

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	99.090	98.300	0.790	0.8%	0.461	0.5%	73%	False	False	20,475
10	99.090	97.520	1.570	1.6%	0.467	0.5%	87%	False	False	21,108
20	99.090	95.250	3.840	3.9%	0.536	0.5%	95%	False	False	25,346
40	99.090	94.385	4.705	4.8%	0.558	0.6%	96%	False	False	19,524
60	99.090	94.050	5.040	5.1%	0.557	0.6%	96%	False	False	13,335
80	99.090	94.050	5.040	5.1%	0.554	0.6%	96%	False	False	10,112
100	99.090	93.100	5.990	6.1%	0.595	0.6%	96%	False	False	8,183
120	99.090	93.100	5.990	6.1%	0.568	0.6%	96%	False	False	6,844

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.114
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	101.215
2.618	100.366
1.618	99.846
1.000	99.525
0.618	99.326
HIGH	99.005
0.618	98.806
0.500	98.745
0.382	98.684
LOW	98.485
0.618	98.164
1.000	97.965
1.618	97.644
2.618	97.124
4.250	96.275

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	98.834	98.820
PP	98.790	98.761
S1	98.745	98.703

Download as Excel Spreadsheet

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

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