ICE US Dollar Index Future June 2017

Trading Metrics calculated at close of trading on 30-Mar-2017

Day Change Summary
	Previous	Current
	29-Mar-2017	30-Mar-2017	Change	Change %	Previous Week
Open	99.560	99.850	0.290	0.3%	100.110
High	99.965	100.465	0.500	0.5%	100.265
Low	99.495	99.795	0.300	0.3%	99.340
Close	99.836	100.285	0.449	0.4%	99.442
Range	0.470	0.670	0.200	42.6%	0.925
ATR	0.577	0.583	0.007	1.2%	0.000
Volume	25,954	28,862	2,908	11.2%	129,810

Daily Pivots for day following 30-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	102.192	101.908	100.653
R3	101.522	101.238	100.469
R2	100.852	100.852	100.408
R1	100.568	100.568	100.346	100.710
PP	100.182	100.182	100.182	100.253
S1	99.898	99.898	100.224	100.040
S2	99.512	99.512	100.162
S3	98.842	99.228	100.101
S4	98.172	98.558	99.917

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	100.465	98.670	1.795	1.8%	0.593	0.6%	90%	True	False	27,167
10	100.465	98.670	1.795	1.8%	0.504	0.5%	90%	True	False	26,607
20	102.190	98.670	3.520	3.5%	0.570	0.6%	46%	False	False	28,061
40	102.190	98.670	3.520	3.5%	0.562	0.6%	46%	False	False	14,497
60	102.830	98.670	4.160	4.1%	0.634	0.6%	39%	False	False	9,812
80	103.750	98.670	5.080	5.1%	0.662	0.7%	32%	False	False	7,398

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.096
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.312
2.618	102.219
1.618	101.549
1.000	101.135
0.618	100.879
HIGH	100.465
0.618	100.209
0.500	100.130
0.382	100.051
LOW	99.795
0.618	99.381
1.000	99.125
1.618	98.711
2.618	98.041
4.250	96.948

Fisher Pivots for day following 30-Mar-2017
Pivot	1 day	3 day
R1	100.233	100.088
PP	100.182	99.890
S1	100.130	99.693

Download as Excel Spreadsheet

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

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