ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	99.200	98.885	-0.315	-0.3%	96.815
High	99.335	99.395	0.060	0.1%	99.470
Low	98.880	98.500	-0.380	-0.4%	96.710
Close	99.158	98.712	-0.446	-0.4%	99.260
Range	0.455	0.895	0.440	96.7%	2.760
ATR	0.704	0.718	0.014	1.9%	0.000
Volume	27,955	44,538	16,583	59.3%	142,121

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.554	101.028	99.204
R3	100.659	100.133	98.958
R2	99.764	99.764	98.876
R1	99.238	99.238	98.794	99.054
PP	98.869	98.869	98.869	98.777
S1	98.343	98.343	98.630	98.159
S2	97.974	97.974	98.548
S3	97.079	97.448	98.466
S4	96.184	96.553	98.220

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	106.760	105.770	100.778
R3	104.000	103.010	100.019
R2	101.240	101.240	99.766
R1	100.250	100.250	99.513	100.745
PP	98.480	98.480	98.480	98.728
S1	97.490	97.490	99.007	97.985
S2	95.720	95.720	98.754
S3	92.960	94.730	98.501
S4	90.200	91.970	97.742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.600	98.000	1.600	1.6%	0.778	0.8%	45%	False	False	34,409
10	99.600	96.650	2.950	3.0%	0.698	0.7%	70%	False	False	30,582
20	99.600	94.415	5.185	5.3%	0.694	0.7%	83%	False	False	30,504
40	99.600	93.830	5.770	5.8%	0.703	0.7%	85%	False	False	30,740
60	99.600	92.850	6.750	6.8%	0.772	0.8%	87%	False	False	25,627
80	99.600	92.850	6.750	6.8%	0.761	0.8%	87%	False	False	19,462
100	99.600	92.850	6.750	6.8%	0.762	0.8%	87%	False	False	15,653
120	99.600	92.850	6.750	6.8%	0.787	0.8%	87%	False	False	13,082

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.129
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	103.199
2.618	101.738
1.618	100.843
1.000	100.290
0.618	99.948
HIGH	99.395
0.618	99.053
0.500	98.948
0.382	98.842
LOW	98.500
0.618	97.947
1.000	97.605
1.618	97.052
2.618	96.157
4.250	94.696

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	98.948	99.050
PP	98.869	98.937
S1	98.791	98.825

Download as Excel Spreadsheet

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

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