ICE US Dollar Index Future March 2017


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 99.725 100.020 0.295 0.3% 97.215
High 100.195 100.505 0.310 0.3% 99.040
Low 99.460 99.840 0.380 0.4% 95.820
Close 100.175 100.348 0.173 0.2% 98.980
Range 0.735 0.665 -0.070 -9.5% 3.220
ATR 0.715 0.711 -0.004 -0.5% 0.000
Volume 1,156 1,146 -10 -0.9% 6,526
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 102.226 101.952 100.714
R3 101.561 101.287 100.531
R2 100.896 100.896 100.470
R1 100.622 100.622 100.409 100.759
PP 100.231 100.231 100.231 100.300
S1 99.957 99.957 100.287 100.094
S2 99.566 99.566 100.226
S3 98.901 99.292 100.165
S4 98.236 98.627 99.982
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
5 100.505 98.240 2.265 2.3% 0.771 0.8% 93% True False 1,526
10 100.505 95.820 4.685 4.7% 0.849 0.8% 97% True False 1,295
20 100.505 95.820 4.685 4.7% 0.692 0.7% 97% True False 935
40 100.505 94.885 5.620 5.6% 0.580 0.6% 97% True False 613
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 0.204
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.331
2.618 102.246
1.618 101.581
1.000 101.170
0.618 100.916
HIGH 100.505
0.618 100.251
0.500 100.173
0.382 100.094
LOW 99.840
0.618 99.429
1.000 99.175
1.618 98.764
2.618 98.099
4.250 97.014
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 100.290 100.156
PP 100.231 99.964
S1 100.173 99.773

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

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