ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	100.250	99.870	-0.380	-0.4%	99.680
High	100.255	100.545	0.290	0.3%	100.255
Low	99.755	99.835	0.080	0.1%	99.365
Close	99.840	100.020	0.180	0.2%	100.073
Range	0.500	0.710	0.210	42.0%	0.890
ATR	0.626	0.632	0.006	1.0%	0.000
Volume	26,914	37,695	10,781	40.1%	95,933

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.263	101.852	100.411
R3	101.553	101.142	100.215
R2	100.843	100.843	100.150
R1	100.432	100.432	100.085	100.638
PP	100.133	100.133	100.133	100.236
S1	99.722	99.722	99.955	99.928
S2	99.423	99.423	99.890
S3	98.713	99.012	99.825
S4	98.003	98.302	99.630

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	100.545	99.365	1.180	1.2%	0.594	0.6%	56%	True	False	26,221
10	100.545	98.795	1.750	1.7%	0.571	0.6%	70%	True	False	28,507
20	100.545	97.300	3.245	3.2%	0.623	0.6%	84%	True	False	30,419
40	100.545	93.830	6.715	6.7%	0.635	0.6%	92%	True	False	29,442
60	100.545	93.830	6.715	6.7%	0.671	0.7%	92%	True	False	31,151
80	100.545	92.850	7.695	7.7%	0.731	0.7%	93%	True	False	24,095
100	100.545	92.850	7.695	7.7%	0.730	0.7%	93%	True	False	19,400
120	100.545	92.850	7.695	7.7%	0.742	0.7%	93%	True	False	16,228

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.114
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	103.563
2.618	102.404
1.618	101.694
1.000	101.255
0.618	100.984
HIGH	100.545
0.618	100.274
0.500	100.190
0.382	100.106
LOW	99.835
0.618	99.396
1.000	99.125
1.618	98.686
2.618	97.976
4.250	96.818

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	100.190	100.150
PP	100.133	100.107
S1	100.077	100.063

Download as Excel Spreadsheet

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

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