ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 04-Nov-2016

Day Change Summary
	Previous	Current
	03-Nov-2016	04-Nov-2016	Change	Change %	Previous Week
Open	97.360	97.165	-0.195	-0.2%	98.295
High	97.400	97.300	-0.100	-0.1%	98.570
Low	97.000	96.865	-0.135	-0.1%	96.865
Close	97.121	97.018	-0.103	-0.1%	97.018
Range	0.400	0.435	0.035	8.7%	1.705
ATR	0.514	0.509	-0.006	-1.1%	0.000
Volume	513	694	181	35.3%	3,868

Daily Pivots for day following 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.366	98.127	97.257
R3	97.931	97.692	97.138
R2	97.496	97.496	97.098
R1	97.257	97.257	97.058	97.159
PP	97.061	97.061	97.061	97.012
S1	96.822	96.822	96.978	96.724
S2	96.626	96.626	96.938
S3	96.191	96.387	96.898
S4	95.756	95.952	96.779

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.599	101.514	97.956
R3	100.894	99.809	97.487
R2	99.189	99.189	97.331
R1	98.104	98.104	97.174	97.794
PP	97.484	97.484	97.484	97.330
S1	96.399	96.399	96.862	96.089
S2	95.779	95.779	96.705
S3	94.074	94.694	96.549
S4	92.369	92.989	96.080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.570	96.865	1.705	1.8%	0.513	0.5%	9%	False	True	773
10	98.980	96.865	2.115	2.2%	0.502	0.5%	7%	False	True	600
20	98.980	96.400	2.580	2.7%	0.495	0.5%	24%	False	False	486
40	98.980	94.825	4.155	4.3%	0.499	0.5%	53%	False	False	365

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.087
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.149
2.618	98.439
1.618	98.004
1.000	97.735
0.618	97.569
HIGH	97.300
0.618	97.134
0.500	97.083
0.382	97.031
LOW	96.865
0.618	96.596
1.000	96.430
1.618	96.161
2.618	95.726
4.250	95.016

Fisher Pivots for day following 04-Nov-2016
Pivot	1 day	3 day
R1	97.083	97.275
PP	97.061	97.189
S1	97.040	97.104

Download as Excel Spreadsheet

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

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