ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	99.135	99.810	0.675	0.7%	97.340
High	100.240	100.280	0.040	0.0%	99.130
Low	99.100	99.475	0.375	0.4%	95.905
Close	100.120	100.250	0.130	0.1%	99.050
Range	1.140	0.805	-0.335	-29.4%	3.225
ATR	0.737	0.742	0.005	0.7%	0.000
Volume	54,245	43,937	-10,308	-19.0%	199,315

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.417	102.138	100.693
R3	101.612	101.333	100.471
R2	100.807	100.807	100.398
R1	100.528	100.528	100.324	100.668
PP	100.002	100.002	100.002	100.071
S1	99.723	99.723	100.176	99.863
S2	99.197	99.197	100.102
S3	98.392	98.918	100.029
S4	97.587	98.113	99.807

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	100.280	95.905	4.375	4.4%	1.216	1.2%	99%	True	False	51,960
10	100.280	95.905	4.375	4.4%	0.862	0.9%	99%	True	False	36,838
20	100.280	95.905	4.375	4.4%	0.696	0.7%	99%	True	False	29,201
40	100.280	94.950	5.330	5.3%	0.618	0.6%	99%	True	False	26,609
60	100.280	94.155	6.125	6.1%	0.609	0.6%	100%	True	False	20,333
80	100.280	94.050	6.230	6.2%	0.602	0.6%	100%	True	False	15,446
100	100.280	94.050	6.230	6.2%	0.592	0.6%	100%	True	False	12,444
120	100.280	93.100	7.180	7.2%	0.617	0.6%	100%	True	False	10,425

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	0.200
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.701
2.618	102.387
1.618	101.582
1.000	101.085
0.618	100.777
HIGH	100.280
0.618	99.972
0.500	99.878
0.382	99.783
LOW	99.475
0.618	98.978
1.000	98.670
1.618	98.173
2.618	97.368
4.250	96.054

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	100.126	99.971
PP	100.002	99.692
S1	99.878	99.413

Download as Excel Spreadsheet

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

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