ICE US Dollar Index Future June 2017

Trading Metrics calculated at close of trading on 28-Mar-2017

Day Change Summary
	Previous	Current
	27-Mar-2017	28-Mar-2017	Change	Change %	Previous Week
Open	99.335	99.055	-0.280	-0.3%	100.110
High	99.335	99.620	0.285	0.3%	100.265
Low	98.670	98.920	0.250	0.3%	99.340
Close	98.973	99.549	0.576	0.6%	99.442
Range	0.665	0.700	0.035	5.3%	0.925
ATR	0.576	0.585	0.009	1.5%	0.000
Volume	31,745	26,358	-5,387	-17.0%	129,810

Daily Pivots for day following 28-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	101.463	101.206	99.934
R3	100.763	100.506	99.741
R2	100.063	100.063	99.677
R1	99.806	99.806	99.613	99.934
PP	99.363	99.363	99.363	99.427
S1	99.106	99.106	99.485	99.235
S2	98.663	98.663	99.421
S3	97.963	98.406	99.357
S4	97.263	97.706	99.164

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	99.815	98.670	1.145	1.2%	0.488	0.5%	77%	False	False	26,952
10	101.590	98.670	2.920	2.9%	0.570	0.6%	30%	False	False	29,552
20	102.190	98.670	3.520	3.5%	0.573	0.6%	25%	False	False	25,606
40	102.190	98.670	3.520	3.5%	0.561	0.6%	25%	False	False	13,148
60	103.370	98.670	4.700	4.7%	0.653	0.7%	19%	False	False	8,908
80	103.750	98.670	5.080	5.1%	0.673	0.7%	17%	False	False	6,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.110
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	102.595
2.618	101.453
1.618	100.753
1.000	100.320
0.618	100.053
HIGH	99.620
0.618	99.353
0.500	99.270
0.382	99.187
LOW	98.920
0.618	98.487
1.000	98.220
1.618	97.787
2.618	97.087
4.250	95.945

Fisher Pivots for day following 28-Mar-2017
Pivot	1 day	3 day
R1	99.456	99.447
PP	99.363	99.345
S1	99.270	99.243

Download as Excel Spreadsheet

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

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