ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	98.505	98.730	0.225	0.2%	97.215
High	99.000	99.040	0.040	0.0%	99.040
Low	98.240	98.480	0.240	0.2%	95.820
Close	98.704	98.980	0.276	0.3%	98.980
Range	0.760	0.560	-0.200	-26.3%	3.220
ATR	0.685	0.676	-0.009	-1.3%	0.000
Volume	1,651	760	-891	-54.0%	6,526

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.513	100.307	99.288
R3	99.953	99.747	99.134
R2	99.393	99.393	99.083
R1	99.187	99.187	99.031	99.290
PP	98.833	98.833	98.833	98.885
S1	98.627	98.627	98.929	98.730
S2	98.273	98.273	98.877
S3	97.713	98.067	98.826
S4	97.153	97.507	98.672

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	107.607	106.513	100.751
R3	104.387	103.293	99.866
R2	101.167	101.167	99.570
R1	100.073	100.073	99.275	100.620
PP	97.947	97.947	97.947	98.220
S1	96.853	96.853	98.685	97.400
S2	94.727	94.727	98.390
S3	91.507	93.633	98.095
S4	88.287	90.413	97.209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.040	95.820	3.220	3.3%	1.024	1.0%	98%	True	False	1,305
10	99.040	95.820	3.220	3.3%	0.768	0.8%	98%	True	False	1,039
20	99.040	95.820	3.220	3.3%	0.608	0.6%	98%	True	False	712
40	99.040	94.885	4.155	4.2%	0.560	0.6%	99%	True	False	505

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.176
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.420
2.618	100.506
1.618	99.946
1.000	99.600
0.618	99.386
HIGH	99.040
0.618	98.826
0.500	98.760
0.382	98.694
LOW	98.480
0.618	98.134
1.000	97.920
1.618	97.574
2.618	97.014
4.250	96.100

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	98.907	98.463
PP	98.833	97.947
S1	98.760	97.430

Download as Excel Spreadsheet

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

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