ICE US Dollar Index Future June 2017

Trading Metrics calculated at close of trading on 27-Mar-2017

Day Change Summary
	Previous	Current
	24-Mar-2017	27-Mar-2017	Change	Change %	Previous Week
Open	99.570	99.335	-0.235	-0.2%	100.110
High	99.815	99.335	-0.480	-0.5%	100.265
Low	99.355	98.670	-0.685	-0.7%	99.340
Close	99.442	98.973	-0.469	-0.5%	99.442
Range	0.460	0.665	0.205	44.6%	0.925
ATR	0.561	0.576	0.015	2.7%	0.000
Volume	22,920	31,745	8,825	38.5%	129,810

Daily Pivots for day following 27-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	100.988	100.645	99.339
R3	100.323	99.980	99.156
R2	99.658	99.658	99.095
R1	99.315	99.315	99.034	99.154
PP	98.993	98.993	98.993	98.912
S1	98.650	98.650	98.912	98.489
S2	98.328	98.328	98.851
S3	97.663	97.985	98.790
S4	96.998	97.320	98.607

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	102.457	101.875	99.951
R3	101.532	100.950	99.696
R2	100.607	100.607	99.612
R1	100.025	100.025	99.527	99.854
PP	99.682	99.682	99.682	99.597
S1	99.100	99.100	99.357	98.929
S2	98.757	98.757	99.272
S3	97.832	98.175	99.188
S4	96.907	97.250	98.933

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.180	98.670	1.510	1.5%	0.492	0.5%	20%	False	True	28,459
10	101.660	98.670	2.990	3.0%	0.545	0.6%	10%	False	True	29,169
20	102.190	98.670	3.520	3.6%	0.567	0.6%	9%	False	True	24,350
40	102.190	98.670	3.520	3.6%	0.570	0.6%	9%	False	True	12,515
60	103.750	98.670	5.080	5.1%	0.660	0.7%	6%	False	True	8,473
80	103.750	98.670	5.080	5.1%	0.668	0.7%	6%	False	True	6,385

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.104
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	102.161
2.618	101.076
1.618	100.411
1.000	100.000
0.618	99.746
HIGH	99.335
0.618	99.081
0.500	99.003
0.382	98.924
LOW	98.670
0.618	98.259
1.000	98.005
1.618	97.594
2.618	96.929
4.250	95.844

Fisher Pivots for day following 27-Mar-2017
Pivot	1 day	3 day
R1	99.003	99.243
PP	98.993	99.153
S1	98.983	99.063

Download as Excel Spreadsheet

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

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