ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 12-Dec-2016

Day Change Summary
	Previous	Current
	09-Dec-2016	12-Dec-2016	Change	Change %	Previous Week
Open	101.150	101.645	0.495	0.5%	101.555
High	101.770	101.820	0.050	0.0%	101.800
Low	101.040	100.860	-0.180	-0.2%	99.490
Close	101.620	101.049	-0.571	-0.6%	101.620
Range	0.730	0.960	0.230	31.5%	2.310
ATR	0.855	0.863	0.007	0.9%	0.000
Volume	30,121	38,198	8,077	26.8%	245,362

Daily Pivots for day following 12-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.123	103.546	101.577
R3	103.163	102.586	101.313
R2	102.203	102.203	101.225
R1	101.626	101.626	101.137	101.435
PP	101.243	101.243	101.243	101.147
S1	100.666	100.666	100.961	100.475
S2	100.283	100.283	100.873
S3	99.323	99.706	100.785
S4	98.363	98.746	100.521

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	107.900	107.070	102.890
R3	105.590	104.760	102.255
R2	103.280	103.280	102.043
R1	102.450	102.450	101.832	102.865
PP	100.970	100.970	100.970	101.178
S1	100.140	100.140	101.408	100.555
S2	98.660	98.660	101.197
S3	96.350	97.830	100.985
S4	94.040	95.520	100.350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.820	99.490	2.330	2.3%	0.906	0.9%	67%	True	False	40,621
10	101.880	99.490	2.390	2.4%	0.930	0.9%	65%	False	False	44,422
20	101.970	99.100	2.870	2.8%	0.883	0.9%	68%	False	False	44,728
40	101.970	95.905	6.065	6.0%	0.759	0.8%	85%	False	False	35,313
60	101.970	94.950	7.020	6.9%	0.689	0.7%	87%	False	False	31,500
80	101.970	94.155	7.815	7.7%	0.664	0.7%	88%	False	False	25,230
100	101.970	94.050	7.920	7.8%	0.649	0.6%	88%	False	False	20,326
120	101.970	93.820	8.150	8.1%	0.656	0.6%	89%	False	False	17,028

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.218
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.900
2.618	104.333
1.618	103.373
1.000	102.780
0.618	102.413
HIGH	101.820
0.618	101.453
0.500	101.340
0.382	101.227
LOW	100.860
0.618	100.267
1.000	99.900
1.618	99.307
2.618	98.347
4.250	96.780

Fisher Pivots for day following 12-Dec-2016
Pivot	1 day	3 day
R1	101.340	100.918
PP	101.243	100.786
S1	101.146	100.655

Download as Excel Spreadsheet

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

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