ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	97.705	97.300	-0.405	-0.4%	97.235
High	97.795	97.445	-0.350	-0.4%	97.895
Low	97.315	96.650	-0.665	-0.7%	96.510
Close	97.364	97.019	-0.345	-0.4%	97.019
Range	0.480	0.795	0.315	65.6%	1.385
ATR	0.723	0.728	0.005	0.7%	0.000
Volume	34,760	41,184	6,424	18.5%	174,480

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.423	99.016	97.456
R3	98.628	98.221	97.238
R2	97.833	97.833	97.165
R1	97.426	97.426	97.092	97.232
PP	97.038	97.038	97.038	96.941
S1	96.631	96.631	96.946	96.437
S2	96.243	96.243	96.873
S3	95.448	95.836	96.800
S4	94.653	95.041	96.582

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.296	100.543	97.781
R3	99.911	99.158	97.400
R2	98.526	98.526	97.273
R1	97.773	97.773	97.146	97.457
PP	97.141	97.141	97.141	96.984
S1	96.388	96.388	96.892	96.072
S2	95.756	95.756	96.765
S3	94.371	95.003	96.638
S4	92.986	93.618	96.257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.895	96.510	1.385	1.4%	0.713	0.7%	37%	False	False	34,896
10	97.895	94.595	3.300	3.4%	0.731	0.8%	73%	False	False	32,490
20	97.895	93.830	4.065	4.2%	0.670	0.7%	78%	False	False	28,842
40	97.895	93.830	4.065	4.2%	0.708	0.7%	78%	False	False	31,029
60	98.740	92.850	5.890	6.1%	0.783	0.8%	71%	False	False	21,420
80	98.740	92.850	5.890	6.1%	0.771	0.8%	71%	False	False	16,212
100	98.740	92.850	5.890	6.1%	0.770	0.8%	71%	False	False	13,036
120	98.740	92.850	5.890	6.1%	0.801	0.8%	71%	False	False	10,888

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	0.165
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.824
2.618	99.526
1.618	98.731
1.000	98.240
0.618	97.936
HIGH	97.445
0.618	97.141
0.500	97.048
0.382	96.954
LOW	96.650
0.618	96.159
1.000	95.855
1.618	95.364
2.618	94.569
4.250	93.271

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	97.048	97.203
PP	97.038	97.141
S1	97.029	97.080

Download as Excel Spreadsheet

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

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