ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 14-Nov-2016

Day Change Summary
	Previous	Current
	11-Nov-2016	14-Nov-2016	Change	Change %	Previous Week
Open	98.825	99.135	0.310	0.3%	97.340
High	99.130	100.240	1.110	1.1%	99.130
Low	98.545	99.100	0.555	0.6%	95.905
Close	99.050	100.120	1.070	1.1%	99.050
Range	0.585	1.140	0.555	94.9%	3.225
ATR	0.702	0.737	0.035	5.0%	0.000
Volume	33,351	54,245	20,894	62.6%	199,315

Daily Pivots for day following 14-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.240	102.820	100.747
R3	102.100	101.680	100.434
R2	100.960	100.960	100.329
R1	100.540	100.540	100.225	100.750
PP	99.820	99.820	99.820	99.925
S1	99.400	99.400	100.016	99.610
S2	98.680	98.680	99.911
S3	97.540	98.260	99.807
S4	96.400	97.120	99.493

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	100.240	95.905	4.335	4.3%	1.141	1.1%	97%	True	False	46,774
10	100.240	95.905	4.335	4.3%	0.866	0.9%	97%	True	False	34,989
20	100.240	95.905	4.335	4.3%	0.674	0.7%	97%	True	False	27,843
40	100.240	94.950	5.290	5.3%	0.610	0.6%	98%	True	False	25,911
60	100.240	94.155	6.085	6.1%	0.604	0.6%	98%	True	False	19,615
80	100.240	94.050	6.190	6.2%	0.596	0.6%	98%	True	False	14,900
100	100.240	94.050	6.190	6.2%	0.593	0.6%	98%	True	False	12,009
120	100.240	93.100	7.140	7.1%	0.614	0.6%	98%	True	False	10,060

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.173
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.085
2.618	103.225
1.618	102.085
1.000	101.380
0.618	100.945
HIGH	100.240
0.618	99.805
0.500	99.670
0.382	99.535
LOW	99.100
0.618	98.395
1.000	97.960
1.618	97.255
2.618	96.115
4.250	94.255

Fisher Pivots for day following 14-Nov-2016
Pivot	1 day	3 day
R1	99.970	99.840
PP	99.820	99.560
S1	99.670	99.280

Download as Excel Spreadsheet

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

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