ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	100.115	100.250	0.135	0.1%	99.680
High	100.360	100.255	-0.105	-0.1%	100.255
Low	100.020	99.755	-0.265	-0.3%	99.365
Close	100.210	99.840	-0.370	-0.4%	100.073
Range	0.340	0.500	0.160	47.1%	0.890
ATR	0.636	0.626	-0.010	-1.5%	0.000
Volume	22,096	26,914	4,818	21.8%	95,933

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.450	101.145	100.115
R3	100.950	100.645	99.978
R2	100.450	100.450	99.932
R1	100.145	100.145	99.886	100.048
PP	99.950	99.950	99.950	99.901
S1	99.645	99.645	99.794	99.548
S2	99.450	99.450	99.748
S3	98.950	99.145	99.703
S4	98.450	98.645	99.565

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%	0.518	0.5%	48%	False	False	23,329
10	100.360	98.795	1.565	1.6%	0.538	0.5%	67%	False	False	27,508
20	100.360	96.845	3.515	3.5%	0.624	0.6%	85%	False	False	29,487
40	100.360	93.830	6.530	6.5%	0.637	0.6%	92%	False	False	28,980
60	100.360	93.830	6.530	6.5%	0.668	0.7%	92%	False	False	30,702
80	100.360	92.850	7.510	7.5%	0.733	0.7%	93%	False	False	23,637
100	100.360	92.850	7.510	7.5%	0.735	0.7%	93%	False	False	19,030
120	100.360	92.850	7.510	7.5%	0.741	0.7%	93%	False	False	15,915

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.112
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.380
2.618	101.564
1.618	101.064
1.000	100.755
0.618	100.564
HIGH	100.255
0.618	100.064
0.500	100.005
0.382	99.946
LOW	99.755
0.618	99.446
1.000	99.255
1.618	98.946
2.618	98.446
4.250	97.630

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	100.005	100.030
PP	99.950	99.967
S1	99.895	99.903

Download as Excel Spreadsheet

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

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