ICE US Dollar Index Future March 2016

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

Day Change Summary
	Previous	Current
	26-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	99.925	100.075	0.150	0.2%	99.840
High	100.080	100.405	0.325	0.3%	100.405
Low	99.905	99.845	-0.060	-0.1%	99.500
Close	99.960	100.211	0.251	0.3%	100.211
Range	0.175	0.560	0.385	220.0%	0.905
ATR	0.606	0.603	-0.003	-0.5%	0.000
Volume	1,012	2,546	1,534	151.6%	11,493

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.834	101.582	100.519
R3	101.274	101.022	100.365
R2	100.714	100.714	100.314
R1	100.462	100.462	100.262	100.588
PP	100.154	100.154	100.154	100.217
S1	99.902	99.902	100.160	100.028
S2	99.594	99.594	100.108
S3	99.034	99.342	100.057
S4	98.474	98.782	99.903

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.754	102.387	100.709
R3	101.849	101.482	100.460
R2	100.944	100.944	100.377
R1	100.577	100.577	100.294	100.761
PP	100.039	100.039	100.039	100.130
S1	99.672	99.672	100.128	99.856
S2	99.134	99.134	100.045
S3	98.229	98.767	99.962
S4	97.324	97.862	99.713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.405	99.500	0.905	0.9%	0.472	0.5%	79%	True	False	2,298
10	100.405	98.980	1.425	1.4%	0.511	0.5%	86%	True	False	2,083
20	100.405	96.930	3.475	3.5%	0.587	0.6%	94%	True	False	1,498
40	100.405	94.050	6.355	6.3%	0.607	0.6%	97%	True	False	940
60	100.405	94.050	6.355	6.3%	0.605	0.6%	97%	True	False	660
80	100.405	93.125	7.280	7.3%	0.627	0.6%	97%	True	False	504
100	100.405	93.125	7.280	7.3%	0.603	0.6%	97%	True	False	406
120	100.405	93.125	7.280	7.3%	0.570	0.6%	97%	True	False	340

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.107
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.785
2.618	101.871
1.618	101.311
1.000	100.965
0.618	100.751
HIGH	100.405
0.618	100.191
0.500	100.125
0.382	100.059
LOW	99.845
0.618	99.499
1.000	99.285
1.618	98.939
2.618	98.379
4.250	97.465

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	100.182	100.125
PP	100.154	100.039
S1	100.125	99.953

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols