ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	95.600	96.000	0.400	0.4%	95.250
High	96.270	96.210	-0.060	-0.1%	95.800
Low	95.600	95.865	0.265	0.3%	94.945
Close	96.040	96.034	-0.006	0.0%	95.310
Range	0.670	0.345	-0.325	-48.5%	0.855
ATR	0.513	0.501	-0.012	-2.3%	0.000
Volume	309	220	-89	-28.8%	852

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.071	96.898	96.224
R3	96.726	96.553	96.129
R2	96.381	96.381	96.097
R1	96.208	96.208	96.066	96.294
PP	96.036	96.036	96.036	96.080
S1	95.863	95.863	96.002	95.950
S2	95.691	95.691	95.971
S3	95.346	95.518	95.939
S4	95.001	95.173	95.844

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.917	97.468	95.780
R3	97.062	96.613	95.545
R2	96.207	96.207	95.467
R1	95.758	95.758	95.388	95.983
PP	95.352	95.352	95.352	95.464
S1	94.903	94.903	95.232	95.128
S2	94.497	94.497	95.153
S3	93.642	94.048	95.075
S4	92.787	93.193	94.840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.270	95.210	1.060	1.1%	0.460	0.5%	78%	False	False	211
10	96.270	94.885	1.385	1.4%	0.422	0.4%	83%	False	False	205
20	96.270	94.365	1.905	2.0%	0.495	0.5%	88%	False	False	202

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.094
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	97.676
2.618	97.113
1.618	96.768
1.000	96.555
0.618	96.423
HIGH	96.210
0.618	96.078
0.500	96.038
0.382	95.997
LOW	95.865
0.618	95.652
1.000	95.520
1.618	95.307
2.618	94.962
4.250	94.399

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	96.038	95.944
PP	96.036	95.855
S1	96.035	95.765

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols