ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 10-Oct-2016

Day Change Summary
	Previous	Current
	07-Oct-2016	10-Oct-2016	Change	Change %	Previous Week
Open	96.730	96.500	-0.230	-0.2%	95.260
High	97.115	96.853	-0.262	-0.3%	97.115
Low	96.330	96.400	0.070	0.1%	95.260
Close	96.574	96.853	0.279	0.3%	96.574
Range	0.785	0.453	-0.332	-42.3%	1.855
ATR	0.532	0.526	-0.006	-1.1%	0.000
Volume	674	320	-354	-52.5%	1,676

Daily Pivots for day following 10-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.061	97.910	97.102
R3	97.608	97.457	96.978
R2	97.155	97.155	96.936
R1	97.004	97.004	96.895	97.080
PP	96.702	96.702	96.702	96.740
S1	96.551	96.551	96.811	96.627
S2	96.249	96.249	96.770
S3	95.796	96.098	96.728
S4	95.343	95.645	96.604

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.881	101.083	97.594
R3	100.026	99.228	97.084
R2	98.171	98.171	96.914
R1	97.373	97.373	96.744	97.772
PP	96.316	96.316	96.316	96.516
S1	95.518	95.518	96.404	95.917
S2	94.461	94.461	96.234
S3	92.606	93.663	96.064
S4	90.751	91.808	95.554

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.115	95.600	1.515	1.6%	0.580	0.6%	83%	False	False	374
10	97.115	95.065	2.050	2.1%	0.495	0.5%	87%	False	False	275
20	97.115	94.885	2.230	2.3%	0.501	0.5%	88%	False	False	256

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.113
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.778
2.618	98.039
1.618	97.586
1.000	97.306
0.618	97.133
HIGH	96.853
0.618	96.680
0.500	96.627
0.382	96.573
LOW	96.400
0.618	96.120
1.000	95.947
1.618	95.667
2.618	95.214
4.250	94.475

Fisher Pivots for day following 10-Oct-2016
Pivot	1 day	3 day
R1	96.778	96.762
PP	96.702	96.671
S1	96.627	96.580

Download as Excel Spreadsheet

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

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