ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	98.250	97.835	-0.415	-0.4%	99.035
High	98.250	97.835	-0.415	-0.4%	99.035
Low	97.910	97.010	-0.900	-0.9%	97.620
Close	97.949	97.213	-0.736	-0.8%	97.949
Range	0.340	0.825	0.485	142.6%	1.415
ATR	0.598	0.622	0.024	4.1%	0.000
Volume	10	18	8	80.0%	92

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.828	99.345	97.667
R3	99.003	98.520	97.440
R2	98.178	98.178	97.364
R1	97.695	97.695	97.289	97.524
PP	97.353	97.353	97.353	97.267
S1	96.870	96.870	97.137	96.699
S2	96.528	96.528	97.062
S3	95.703	96.045	96.986
S4	94.878	95.220	96.759

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.446	101.613	98.727
R3	101.031	100.198	98.338
R2	99.616	99.616	98.208
R1	98.783	98.783	98.079	98.492
PP	98.201	98.201	98.201	98.056
S1	97.368	97.368	97.819	97.077
S2	96.786	96.786	97.690
S3	95.371	95.953	97.560
S4	93.956	94.538	97.171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.865	97.010	1.855	1.9%	0.619	0.6%	11%	False	True	18
10	99.035	97.010	2.025	2.1%	0.466	0.5%	10%	False	True	15
20	99.035	95.700	3.335	3.4%	0.464	0.5%	45%	False	False	13

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	0.046
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	101.341
2.618	99.995
1.618	99.170
1.000	98.660
0.618	98.345
HIGH	97.835
0.618	97.520
0.500	97.423
0.382	97.325
LOW	97.010
0.618	96.500
1.000	96.185
1.618	95.675
2.618	94.850
4.250	93.504

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	97.423	97.630
PP	97.353	97.491
S1	97.283	97.352

Download as Excel Spreadsheet

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

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