ICE US Dollar Index Future December 2015

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

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	99.930	100.115	0.185	0.2%	99.680
High	100.255	100.360	0.105	0.1%	100.255
Low	99.700	100.020	0.320	0.3%	99.365
Close	100.073	100.210	0.137	0.1%	100.073
Range	0.555	0.340	-0.215	-38.7%	0.890
ATR	0.658	0.636	-0.023	-3.5%	0.000
Volume	14,134	22,096	7,962	56.3%	95,933

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.217	101.053	100.397
R3	100.877	100.713	100.304
R2	100.537	100.537	100.272
R1	100.373	100.373	100.241	100.455
PP	100.197	100.197	100.197	100.238
S1	100.033	100.033	100.179	100.115
S2	99.857	99.857	100.148
S3	99.517	99.693	100.117
S4	99.177	99.353	100.023

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.568	102.210	100.563
R3	101.678	101.320	100.318
R2	100.788	100.788	100.236
R1	100.430	100.430	100.155	100.609
PP	99.898	99.898	99.898	99.987
S1	99.540	99.540	99.991	99.719
S2	99.008	99.008	99.910
S3	98.118	98.650	99.828
S4	97.228	97.760	99.584

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.360	99.365	0.995	1.0%	0.515	0.5%	85%	True	False	23,605
10	100.360	98.795	1.565	1.6%	0.545	0.5%	90%	True	False	27,974
20	100.360	96.710	3.650	3.6%	0.616	0.6%	96%	True	False	28,971
40	100.360	93.830	6.530	6.5%	0.643	0.6%	98%	True	False	28,906
60	100.360	93.830	6.530	6.5%	0.677	0.7%	98%	True	False	30,343
80	100.360	92.850	7.510	7.5%	0.741	0.7%	98%	True	False	23,308
100	100.360	92.850	7.510	7.5%	0.740	0.7%	98%	True	False	18,763
120	100.360	92.850	7.510	7.5%	0.744	0.7%	98%	True	False	15,692

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.121
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.805
2.618	101.250
1.618	100.910
1.000	100.700
0.618	100.570
HIGH	100.360
0.618	100.230
0.500	100.190
0.382	100.150
LOW	100.020
0.618	99.810
1.000	99.680
1.618	99.470
2.618	99.130
4.250	98.575

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	100.203	100.094
PP	100.197	99.978
S1	100.190	99.863

Download as Excel Spreadsheet

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

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