ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	98.790	98.295	-0.495	-0.5%	98.570
High	98.825	98.570	-0.255	-0.3%	98.980
Low	98.125	98.210	0.085	0.1%	98.125
Close	98.252	98.332	0.080	0.1%	98.252
Range	0.700	0.360	-0.340	-48.6%	0.855
ATR	0.509	0.498	-0.011	-2.1%	0.000
Volume	489	359	-130	-26.6%	2,139

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.451	99.251	98.530
R3	99.091	98.891	98.431
R2	98.731	98.731	98.398
R1	98.531	98.531	98.365	98.631
PP	98.371	98.371	98.371	98.421
S1	98.171	98.171	98.299	98.271
S2	98.011	98.011	98.266
S3	97.651	97.811	98.233
S4	97.291	97.451	98.134

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%	0.505	0.5%	24%	False	False	450
10	98.980	97.555	1.425	1.4%	0.454	0.5%	55%	False	False	393
20	98.980	95.600	3.380	3.4%	0.507	0.5%	81%	False	False	389
40	98.980	94.365	4.615	4.7%	0.508	0.5%	86%	False	False	286

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.101
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.100
2.618	99.512
1.618	99.152
1.000	98.930
0.618	98.792
HIGH	98.570
0.618	98.432
0.500	98.390
0.382	98.348
LOW	98.210
0.618	97.988
1.000	97.850
1.618	97.628
2.618	97.268
4.250	96.680

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	98.390	98.513
PP	98.371	98.452
S1	98.351	98.392

Download as Excel Spreadsheet

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

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