ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	98.535	98.825	0.290	0.3%	97.340
High	99.080	99.130	0.050	0.1%	99.130
Low	98.320	98.545	0.225	0.2%	95.905
Close	98.774	99.050	0.276	0.3%	99.050
Range	0.760	0.585	-0.175	-23.0%	3.225
ATR	0.712	0.702	-0.009	-1.3%	0.000
Volume	39,891	33,351	-6,540	-16.4%	199,315

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.663	100.442	99.372
R3	100.078	99.857	99.211
R2	99.493	99.493	99.157
R1	99.272	99.272	99.104	99.382
PP	98.908	98.908	98.908	98.964
S1	98.687	98.687	98.996	98.798
S2	98.323	98.323	98.943
S3	97.738	98.102	98.889
S4	97.153	97.517	98.728

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	107.703	106.602	100.824
R3	104.478	103.377	99.937
R2	101.253	101.253	99.641
R1	100.152	100.152	99.346	100.703
PP	98.028	98.028	98.028	98.304
S1	96.927	96.927	98.754	97.478
S2	94.803	94.803	98.459
S3	91.578	93.702	98.163
S4	88.353	90.477	97.276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.130	95.905	3.225	3.3%	1.041	1.1%	98%	True	False	39,863
10	99.130	95.905	3.225	3.3%	0.792	0.8%	98%	True	False	30,917
20	99.130	95.905	3.225	3.3%	0.635	0.6%	98%	True	False	25,898
40	99.130	94.950	4.180	4.2%	0.593	0.6%	98%	True	False	24,887
60	99.130	94.155	4.975	5.0%	0.591	0.6%	98%	True	False	18,731
80	99.130	94.050	5.080	5.1%	0.591	0.6%	98%	True	False	14,226
100	99.130	93.820	5.310	5.4%	0.610	0.6%	98%	True	False	11,488
120	99.130	93.100	6.030	6.1%	0.609	0.6%	99%	True	False	9,608

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	0.171
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.616
2.618	100.662
1.618	100.077
1.000	99.715
0.618	99.492
HIGH	99.130
0.618	98.907
0.500	98.838
0.382	98.768
LOW	98.545
0.618	98.183
1.000	97.960
1.618	97.598
2.618	97.014
4.250	96.059

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	98.979	98.539
PP	98.908	98.028
S1	98.838	97.518

Download as Excel Spreadsheet

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

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