ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 18-Nov-2015

Day Change Summary
	Previous	Current
	17-Nov-2015	18-Nov-2015	Change	Change %	Previous Week
Open	99.475	99.755	0.280	0.3%	99.375
High	99.835	99.965	0.130	0.1%	99.600
Low	99.455	99.400	-0.055	-0.1%	98.500
Close	99.700	99.745	0.045	0.0%	99.097
Range	0.380	0.565	0.185	48.7%	1.100
ATR	0.682	0.673	-0.008	-1.2%	0.000
Volume	27,703	32,851	5,148	18.6%	157,561

Daily Pivots for day following 18-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.398	101.137	100.056
R3	100.833	100.572	99.900
R2	100.268	100.268	99.849
R1	100.007	100.007	99.797	99.855
PP	99.703	99.703	99.703	99.628
S1	99.442	99.442	99.693	99.290
S2	99.138	99.138	99.641
S3	98.573	98.877	99.590
S4	98.008	98.312	99.434

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.366	101.831	99.702
R3	101.266	100.731	99.400
R2	100.166	100.166	99.299
R1	99.631	99.631	99.198	99.349
PP	99.066	99.066	99.066	98.924
S1	98.531	98.531	98.996	98.249
S2	97.966	97.966	98.895
S3	96.866	97.431	98.795
S4	95.766	96.331	98.492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.965	98.500	1.465	1.5%	0.619	0.6%	85%	True	False	34,341
10	99.965	97.855	2.110	2.1%	0.648	0.6%	90%	True	False	32,625
20	99.965	94.985	4.980	5.0%	0.727	0.7%	96%	True	False	33,238
40	99.965	93.830	6.135	6.2%	0.670	0.7%	96%	True	False	30,348
60	99.965	93.830	6.135	6.2%	0.718	0.7%	96%	True	False	27,543
80	99.965	92.850	7.115	7.1%	0.754	0.8%	97%	True	False	21,016
100	99.965	92.850	7.115	7.1%	0.748	0.8%	97%	True	False	16,911
120	99.965	92.850	7.115	7.1%	0.774	0.8%	97%	True	False	14,140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.119
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.366
2.618	101.444
1.618	100.879
1.000	100.530
0.618	100.314
HIGH	99.965
0.618	99.749
0.500	99.683
0.382	99.616
LOW	99.400
0.618	99.051
1.000	98.835
1.618	98.486
2.618	97.921
4.250	96.999

Fisher Pivots for day following 18-Nov-2015
Pivot	1 day	3 day
R1	99.724	99.653
PP	99.703	99.560
S1	99.683	99.468

Download as Excel Spreadsheet

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

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