ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	98.295	98.325	0.030	0.0%	98.570
High	98.570	98.355	-0.215	-0.2%	98.980
Low	98.210	97.530	-0.680	-0.7%	98.125
Close	98.332	97.607	-0.725	-0.7%	98.252
Range	0.360	0.825	0.465	129.2%	0.855
ATR	0.498	0.521	0.023	4.7%	0.000
Volume	359	1,372	1,013	282.2%	2,139

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.306	99.781	98.061
R3	99.481	98.956	97.834
R2	98.656	98.656	97.758
R1	98.131	98.131	97.683	97.981
PP	97.831	97.831	97.831	97.756
S1	97.306	97.306	97.531	97.156
S2	97.006	97.006	97.456
S3	96.181	96.481	97.380
S4	95.356	95.656	97.153

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	98.900	97.530	1.370	1.4%	0.574	0.6%	6%	False	True	598
10	98.980	97.530	1.450	1.5%	0.509	0.5%	5%	False	True	507
20	98.980	95.865	3.115	3.2%	0.515	0.5%	56%	False	False	442
40	98.980	94.365	4.615	4.7%	0.504	0.5%	70%	False	False	318

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.094
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	101.861
2.618	100.515
1.618	99.690
1.000	99.180
0.618	98.865
HIGH	98.355
0.618	98.040
0.500	97.943
0.382	97.845
LOW	97.530
0.618	97.020
1.000	96.705
1.618	96.195
2.618	95.370
4.250	94.024

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	97.943	98.178
PP	97.831	97.987
S1	97.719	97.797

Download as Excel Spreadsheet

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

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