ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	98.390	97.770	-0.620	-0.6%	98.680
High	98.460	97.795	-0.665	-0.7%	99.090
Low	97.620	97.175	-0.445	-0.5%	98.225
Close	97.697	97.414	-0.283	-0.3%	98.342
Range	0.840	0.620	-0.220	-26.2%	0.865
ATR	0.551	0.556	0.005	0.9%	0.000
Volume	25,446	27,791	2,345	9.2%	106,288

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.321	98.988	97.755
R3	98.701	98.368	97.585
R2	98.081	98.081	97.528
R1	97.748	97.748	97.471	97.605
PP	97.461	97.461	97.461	97.390
S1	97.128	97.128	97.357	96.984
S2	96.841	96.841	97.300
S3	96.221	96.508	97.243
S4	95.601	95.888	97.073

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	99.005	97.175	1.830	1.9%	0.615	0.6%	13%	False	True	22,307
10	99.090	97.175	1.915	2.0%	0.561	0.6%	12%	False	True	22,548
20	99.090	96.115	2.975	3.1%	0.559	0.6%	44%	False	False	24,166
40	99.090	94.385	4.705	4.8%	0.552	0.6%	64%	False	False	21,551
60	99.090	94.050	5.040	5.2%	0.564	0.6%	67%	False	False	14,811
80	99.090	94.050	5.040	5.2%	0.557	0.6%	67%	False	False	11,231
100	99.090	93.100	5.990	6.1%	0.596	0.6%	72%	False	False	9,084
120	99.090	93.100	5.990	6.1%	0.578	0.6%	72%	False	False	7,598

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	0.088
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.430
2.618	99.418
1.618	98.798
1.000	98.415
0.618	98.178
HIGH	97.795
0.618	97.558
0.500	97.485
0.382	97.412
LOW	97.175
0.618	96.792
1.000	96.555
1.618	96.172
2.618	95.552
4.250	94.540

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	97.485	97.925
PP	97.461	97.755
S1	97.438	97.584

Download as Excel Spreadsheet

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

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