ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	98.610	98.535	-0.075	-0.1%	97.990
High	98.720	98.900	0.180	0.2%	98.690
Low	98.235	98.400	0.165	0.2%	97.555
Close	98.521	98.789	0.268	0.3%	98.606
Range	0.485	0.500	0.015	3.1%	1.135
ATR	0.493	0.494	0.000	0.1%	0.000
Volume	531	239	-292	-55.0%	1,708

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.196	99.993	99.064
R3	99.696	99.493	98.927
R2	99.196	99.196	98.881
R1	98.993	98.993	98.835	99.095
PP	98.696	98.696	98.696	98.747
S1	98.493	98.493	98.743	98.595
S2	98.196	98.196	98.697
S3	97.696	97.993	98.652
S4	97.196	97.493	98.514

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.689	101.282	99.230
R3	100.554	100.147	98.918
R2	99.419	99.419	98.814
R1	99.012	99.012	98.710	99.216
PP	98.284	98.284	98.284	98.385
S1	97.877	97.877	98.502	98.081
S2	97.149	97.149	98.398
S3	96.014	96.742	98.294
S4	94.879	95.607	97.982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.980	98.235	0.745	0.8%	0.438	0.4%	74%	False	False	425
10	98.980	97.465	1.515	1.5%	0.432	0.4%	87%	False	False	384
20	98.980	95.210	3.770	3.8%	0.503	0.5%	95%	False	False	366
40	98.980	94.365	4.615	4.7%	0.504	0.5%	96%	False	False	267

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.102
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	101.025
2.618	100.209
1.618	99.709
1.000	99.400
0.618	99.209
HIGH	98.900
0.618	98.709
0.500	98.650
0.382	98.591
LOW	98.400
0.618	98.091
1.000	97.900
1.618	97.591
2.618	97.091
4.250	96.275

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	98.743	98.729
PP	98.696	98.668
S1	98.650	98.608

Download as Excel Spreadsheet

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

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