ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 23-Nov-2016

Day Change Summary
	Previous	Current
	22-Nov-2016	23-Nov-2016	Change	Change %	Previous Week
Open	100.835	101.105	0.270	0.3%	99.135
High	101.370	101.960	0.590	0.6%	101.540
Low	100.710	100.960	0.250	0.2%	99.100
Close	101.106	101.759	0.653	0.6%	101.283
Range	0.660	1.000	0.340	51.5%	2.440
ATR	0.741	0.760	0.018	2.5%	0.000
Volume	33,989	43,009	9,020	26.5%	253,785

Daily Pivots for day following 23-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.560	104.159	102.309
R3	103.560	103.159	102.034
R2	102.560	102.560	101.942
R1	102.159	102.159	101.851	102.360
PP	101.560	101.560	101.560	101.660
S1	101.159	101.159	101.667	101.360
S2	100.560	100.560	101.576
S3	99.560	100.159	101.484
S4	98.560	99.159	101.209

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	107.961	107.062	102.625
R3	105.521	104.622	101.954
R2	103.081	103.081	101.730
R1	102.182	102.182	101.507	102.632
PP	100.641	100.641	100.641	100.866
S1	99.742	99.742	101.059	100.192
S2	98.201	98.201	100.836
S3	95.761	97.302	100.612
S4	93.321	94.862	99.941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.960	99.980	1.980	1.9%	0.808	0.8%	90%	True	False	46,284
10	101.960	98.320	3.640	3.6%	0.801	0.8%	94%	True	False	44,586
20	101.960	95.905	6.055	6.0%	0.790	0.8%	97%	True	False	36,328
40	101.960	95.245	6.715	6.6%	0.659	0.6%	97%	True	False	30,736
60	101.960	94.385	7.575	7.4%	0.632	0.6%	97%	True	False	24,806
80	101.960	94.050	7.910	7.8%	0.614	0.6%	97%	True	False	18,829
100	101.960	94.050	7.910	7.8%	0.601	0.6%	97%	True	False	15,153
120	101.960	93.100	8.860	8.7%	0.627	0.6%	98%	True	False	12,703

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.188
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.210
2.618	104.578
1.618	103.578
1.000	102.960
0.618	102.578
HIGH	101.960
0.618	101.578
0.500	101.460
0.382	101.342
LOW	100.960
0.618	100.342
1.000	99.960
1.618	99.342
2.618	98.342
4.250	96.710

Fisher Pivots for day following 23-Nov-2016
Pivot	1 day	3 day
R1	101.659	101.618
PP	101.560	101.476
S1	101.460	101.335

Download as Excel Spreadsheet

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

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