ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 08-Nov-2016

Day Change Summary
	Previous	Current
	07-Nov-2016	08-Nov-2016	Change	Change %	Previous Week
Open	97.340	97.790	0.450	0.5%	98.285
High	97.885	97.990	0.105	0.1%	98.675
Low	97.245	97.560	0.315	0.3%	96.940
Close	97.793	97.860	0.067	0.1%	97.088
Range	0.640	0.430	-0.210	-32.8%	1.735
ATR	0.557	0.548	-0.009	-1.6%	0.000
Volume	19,688	18,007	-1,681	-8.5%	109,861

Daily Pivots for day following 08-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.093	98.907	98.097
R3	98.663	98.477	97.978
R2	98.233	98.233	97.939
R1	98.047	98.047	97.899	98.140
PP	97.803	97.803	97.803	97.850
S1	97.617	97.617	97.821	97.710
S2	97.373	97.373	97.781
S3	96.943	97.187	97.742
S4	96.513	96.757	97.623

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.773	101.665	98.042
R3	101.038	99.930	97.565
R2	99.303	99.303	97.406
R1	98.195	98.195	97.247	97.882
PP	97.568	97.568	97.568	97.411
S1	96.460	96.460	96.929	96.147
S2	95.833	95.833	96.770
S3	94.098	94.725	96.611
S4	92.363	92.990	96.134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.990	96.940	1.050	1.1%	0.508	0.5%	88%	True	False	21,717
10	99.005	96.940	2.065	2.1%	0.550	0.6%	45%	False	False	21,505
20	99.090	96.940	2.150	2.2%	0.516	0.5%	43%	False	False	22,123
40	99.090	94.950	4.140	4.2%	0.536	0.5%	70%	False	False	22,866
60	99.090	94.050	5.040	5.2%	0.560	0.6%	76%	False	False	16,120
80	99.090	94.050	5.040	5.2%	0.556	0.6%	76%	False	False	12,224
100	99.090	93.100	5.990	6.1%	0.587	0.6%	79%	False	False	9,880
120	99.090	93.100	5.990	6.1%	0.583	0.6%	79%	False	False	8,265

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	0.083
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.818
2.618	99.116
1.618	98.686
1.000	98.420
0.618	98.256
HIGH	97.990
0.618	97.826
0.500	97.775
0.382	97.724
LOW	97.560
0.618	97.294
1.000	97.130
1.618	96.864
2.618	96.434
4.250	95.732

Fisher Pivots for day following 08-Nov-2016
Pivot	1 day	3 day
R1	97.832	97.728
PP	97.803	97.597
S1	97.775	97.465

Download as Excel Spreadsheet

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

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