ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	99.950	99.760	-0.190	-0.2%	99.290
High	99.985	100.360	0.375	0.4%	100.100
Low	99.665	99.500	-0.165	-0.2%	98.980
Close	99.718	99.960	0.242	0.2%	99.772
Range	0.320	0.860	0.540	168.8%	1.120
ATR	0.622	0.639	0.017	2.7%	0.000
Volume	2,674	3,344	670	25.1%	9,339

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.520	102.100	100.433
R3	101.660	101.240	100.197
R2	100.800	100.800	100.118
R1	100.380	100.380	100.039	100.590
PP	99.940	99.940	99.940	100.045
S1	99.520	99.520	99.881	99.730
S2	99.080	99.080	99.802
S3	98.220	98.660	99.724
S4	97.360	97.800	99.487

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.977	102.495	100.388
R3	101.857	101.375	100.080
R2	100.737	100.737	99.977
R1	100.255	100.255	99.875	100.496
PP	99.617	99.617	99.617	99.738
S1	99.135	99.135	99.669	99.376
S2	98.497	98.497	99.567
S3	97.377	98.015	99.464
S4	96.257	96.895	99.156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.360	98.980	1.380	1.4%	0.594	0.6%	71%	True	False	2,599
10	100.360	98.690	1.670	1.7%	0.595	0.6%	76%	True	False	2,024
20	100.360	96.875	3.485	3.5%	0.610	0.6%	89%	True	False	1,402
40	100.360	94.050	6.310	6.3%	0.630	0.6%	94%	True	False	859
60	100.360	94.050	6.310	6.3%	0.600	0.6%	94%	True	False	601
80	100.360	93.125	7.235	7.2%	0.631	0.6%	94%	True	False	460
100	100.360	93.125	7.235	7.2%	0.604	0.6%	94%	True	False	371
120	100.360	93.125	7.235	7.2%	0.571	0.6%	94%	True	False	311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.126
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	104.015
2.618	102.611
1.618	101.751
1.000	101.220
0.618	100.891
HIGH	100.360
0.618	100.031
0.500	99.930
0.382	99.829
LOW	99.500
0.618	98.969
1.000	98.640
1.618	98.109
2.618	97.249
4.250	95.845

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	99.950	99.950
PP	99.940	99.940
S1	99.930	99.930

Download as Excel Spreadsheet

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

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