ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 28-Oct-2016

Day Change Summary
	Previous	Current
	27-Oct-2016	28-Oct-2016	Change	Change %	Previous Week
Open	98.600	98.905	0.305	0.3%	98.680
High	99.005	98.920	-0.085	-0.1%	99.090
Low	98.485	98.225	-0.260	-0.3%	98.225
Close	98.879	98.342	-0.537	-0.5%	98.342
Range	0.520	0.695	0.175	33.7%	0.865
ATR	0.527	0.539	0.012	2.3%	0.000
Volume	20,811	23,967	3,156	15.2%	106,288

Daily Pivots for day following 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.581	100.156	98.724
R3	99.886	99.461	98.533
R2	99.191	99.191	98.469
R1	98.766	98.766	98.406	98.631
PP	98.496	98.496	98.496	98.428
S1	98.071	98.071	98.278	97.936
S2	97.801	97.801	98.215
S3	97.106	97.376	98.151
S4	96.411	96.681	97.960

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.147	100.610	98.818
R3	100.282	99.745	98.580
R2	99.417	99.417	98.501
R1	98.880	98.880	98.421	98.716
PP	98.552	98.552	98.552	98.471
S1	98.015	98.015	98.263	97.851
S2	97.687	97.687	98.183
S3	96.822	97.150	98.104
S4	95.957	96.285	97.866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.090	98.225	0.865	0.9%	0.501	0.5%	14%	False	True	21,257
10	99.090	97.600	1.490	1.5%	0.478	0.5%	50%	False	False	20,879
20	99.090	95.390	3.700	3.8%	0.538	0.5%	80%	False	False	24,908
40	99.090	94.385	4.705	4.8%	0.560	0.6%	84%	False	False	20,097
60	99.090	94.050	5.040	5.1%	0.561	0.6%	85%	False	False	13,727
80	99.090	94.050	5.040	5.1%	0.558	0.6%	85%	False	False	10,408
100	99.090	93.100	5.990	6.1%	0.596	0.6%	88%	False	False	8,422
120	99.090	93.100	5.990	6.1%	0.571	0.6%	88%	False	False	7,043

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	0.105
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	101.874
2.618	100.740
1.618	100.045
1.000	99.615
0.618	99.350
HIGH	98.920
0.618	98.655
0.500	98.573
0.382	98.490
LOW	98.225
0.618	97.795
1.000	97.530
1.618	97.100
2.618	96.405
4.250	95.271

Fisher Pivots for day following 28-Oct-2016
Pivot	1 day	3 day
R1	98.573	98.615
PP	98.496	98.524
S1	98.419	98.433

Download as Excel Spreadsheet

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

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