ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 28-Oct-2016

Day Change Summary
	Previous	Current
	27-Oct-2016	28-Oct-2016	Change	Change %	Previous Week
Open	98.535	98.790	0.255	0.3%	98.570
High	98.900	98.825	-0.075	-0.1%	98.980
Low	98.400	98.125	-0.275	-0.3%	98.125
Close	98.789	98.252	-0.537	-0.5%	98.252
Range	0.500	0.700	0.200	40.0%	0.855
ATR	0.494	0.509	0.015	3.0%	0.000
Volume	239	489	250	104.6%	2,139

Daily Pivots for day following 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.501	100.076	98.637
R3	99.801	99.376	98.445
R2	99.101	99.101	98.380
R1	98.676	98.676	98.316	98.539
PP	98.401	98.401	98.401	98.332
S1	97.976	97.976	98.188	97.839
S2	97.701	97.701	98.124
S3	97.001	97.276	98.060
S4	96.301	96.576	97.867

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.017	100.490	98.722
R3	100.162	99.635	98.487
R2	99.307	99.307	98.409
R1	98.780	98.780	98.330	98.616
PP	98.452	98.452	98.452	98.371
S1	97.925	97.925	98.174	97.761
S2	97.597	97.597	98.095
S3	96.742	97.070	98.017
S4	95.887	96.215	97.782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.980	98.125	0.855	0.9%	0.491	0.5%	15%	False	True	427
10	98.980	97.555	1.425	1.5%	0.448	0.5%	49%	False	False	384
20	98.980	95.260	3.720	3.8%	0.508	0.5%	80%	False	False	377
40	98.980	94.365	4.615	4.7%	0.506	0.5%	84%	False	False	277

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	0.099
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	101.800
2.618	100.658
1.618	99.958
1.000	99.525
0.618	99.258
HIGH	98.825
0.618	98.558
0.500	98.475
0.382	98.392
LOW	98.125
0.618	97.692
1.000	97.425
1.618	96.992
2.618	96.292
4.250	95.150

Fisher Pivots for day following 28-Oct-2016
Pivot	1 day	3 day
R1	98.475	98.513
PP	98.401	98.426
S1	98.326	98.339

Download as Excel Spreadsheet

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

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