ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	100.070	100.285	0.215	0.2%	97.340
High	100.600	101.010	0.410	0.4%	99.130
Low	99.915	99.980	0.065	0.1%	95.905
Close	100.438	100.946	0.508	0.5%	99.050
Range	0.685	1.030	0.345	50.4%	3.225
ATR	0.738	0.759	0.021	2.8%	0.000
Volume	43,019	55,291	12,272	28.5%	199,315

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.735	103.371	101.513
R3	102.705	102.341	101.229
R2	101.675	101.675	101.135
R1	101.311	101.311	101.040	101.493
PP	100.645	100.645	100.645	100.737
S1	100.281	100.281	100.852	100.463
S2	99.615	99.615	100.757
S3	98.585	99.251	100.663
S4	97.555	98.221	100.380

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	101.010	98.545	2.465	2.4%	0.849	0.8%	97%	True	False	45,968
10	101.010	95.905	5.105	5.1%	0.931	0.9%	99%	True	False	41,467
20	101.010	95.905	5.105	5.1%	0.729	0.7%	99%	True	False	31,600
40	101.010	95.020	5.990	5.9%	0.623	0.6%	99%	True	False	27,725
60	101.010	94.155	6.855	6.8%	0.625	0.6%	99%	True	False	21,945
80	101.010	94.050	6.960	6.9%	0.611	0.6%	99%	True	False	16,666
100	101.010	94.050	6.960	6.9%	0.597	0.6%	99%	True	False	13,409
120	101.010	93.100	7.910	7.8%	0.624	0.6%	99%	True	False	11,243

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	0.239
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.388
2.618	103.707
1.618	102.677
1.000	102.040
0.618	101.647
HIGH	101.010
0.618	100.617
0.500	100.495
0.382	100.373
LOW	99.980
0.618	99.343
1.000	98.950
1.618	98.313
2.618	97.283
4.250	95.603

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	100.796	100.712
PP	100.645	100.477
S1	100.495	100.243

Download as Excel Spreadsheet

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

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