ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	98.080	98.535	0.455	0.5%	98.285
High	98.695	99.080	0.385	0.4%	98.675
Low	95.905	98.320	2.415	2.5%	96.940
Close	98.529	98.774	0.245	0.2%	97.088
Range	2.790	0.760	-2.030	-72.8%	1.735
ATR	0.708	0.712	0.004	0.5%	0.000
Volume	88,378	39,891	-48,487	-54.9%	109,861

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.005	100.649	99.192
R3	100.245	99.889	98.983
R2	99.485	99.485	98.913
R1	99.129	99.129	98.844	99.307
PP	98.725	98.725	98.725	98.814
S1	98.369	98.369	98.704	98.547
S2	97.965	97.965	98.635
S3	97.205	97.609	98.565
S4	96.445	96.849	98.356

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	99.080	95.905	3.175	3.2%	1.012	1.0%	90%	True	False	36,966
10	99.080	95.905	3.175	3.2%	0.803	0.8%	90%	True	False	29,979
20	99.090	95.905	3.185	3.2%	0.635	0.6%	90%	False	False	25,543
40	99.090	94.950	4.140	4.2%	0.601	0.6%	92%	False	False	25,038
60	99.090	94.050	5.040	5.1%	0.590	0.6%	94%	False	False	18,207
80	99.090	94.050	5.040	5.1%	0.589	0.6%	94%	False	False	13,815
100	99.090	93.100	5.990	6.1%	0.610	0.6%	95%	False	False	11,159
120	99.090	93.100	5.990	6.1%	0.607	0.6%	95%	False	False	9,333

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	0.144
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.310
2.618	101.070
1.618	100.310
1.000	99.840
0.618	99.550
HIGH	99.080
0.618	98.790
0.500	98.700
0.382	98.610
LOW	98.320
0.618	97.850
1.000	97.560
1.618	97.090
2.618	96.330
4.250	95.090

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	98.749	98.347
PP	98.725	97.920
S1	98.700	97.493

Download as Excel Spreadsheet

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

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