ICE US Dollar Index Future March 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 99.040 99.725 0.685 0.7% 97.215
High 100.175 100.195 0.020 0.0% 99.040
Low 99.040 99.460 0.420 0.4% 95.820
Close 100.055 100.175 0.120 0.1% 98.980
Range 1.135 0.735 -0.400 -35.2% 3.220
ATR 0.713 0.715 0.002 0.2% 0.000
Volume 2,918 1,156 -1,762 -60.4% 6,526
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 102.148 101.897 100.579
R3 101.413 101.162 100.377
R2 100.678 100.678 100.310
R1 100.427 100.427 100.242 100.553
PP 99.943 99.943 99.943 100.006
S1 99.692 99.692 100.108 99.818
S2 99.208 99.208 100.040
S3 98.473 98.957 99.973
S4 97.738 98.222 99.771
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
5 100.195 95.820 4.375 4.4% 1.194 1.2% 100% True False 1,861
10 100.195 95.820 4.375 4.4% 0.837 0.8% 100% True False 1,273
20 100.195 95.820 4.375 4.4% 0.673 0.7% 100% True False 890
40 100.195 94.885 5.310 5.3% 0.585 0.6% 100% True False 595
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 0.191
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.319
2.618 102.119
1.618 101.384
1.000 100.930
0.618 100.649
HIGH 100.195
0.618 99.914
0.500 99.828
0.382 99.741
LOW 99.460
0.618 99.006
1.000 98.725
1.618 98.271
2.618 97.536
4.250 96.336
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 100.059 99.896
PP 99.943 99.617
S1 99.828 99.338

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

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