ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	99.980	100.190	0.210	0.2%	99.840
High	100.650	100.700	0.050	0.0%	100.405
Low	99.960	97.705	-2.255	-2.3%	99.500
Close	100.145	97.754	-2.391	-2.4%	100.211
Range	0.690	2.995	2.305	334.1%	0.905
ATR	0.580	0.753	0.172	29.7%	0.000
Volume	6,065	24,342	18,277	301.4%	11,493

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	107.705	105.724	99.401
R3	104.710	102.729	98.578
R2	101.715	101.715	98.303
R1	99.734	99.734	98.029	99.227
PP	98.720	98.720	98.720	98.466
S1	96.739	96.739	97.479	96.232
S2	95.725	95.725	97.205
S3	92.730	93.744	96.930
S4	89.735	90.749	96.107

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	100.700	97.705	2.995	3.1%	0.994	1.0%	2%	True	True	7,852
10	100.700	97.705	2.995	3.1%	0.740	0.8%	2%	True	True	5,065
20	100.700	97.705	2.995	3.1%	0.700	0.7%	2%	True	True	3,224
40	100.700	94.050	6.650	6.8%	0.659	0.7%	56%	True	False	1,830
60	100.700	94.050	6.650	6.8%	0.656	0.7%	56%	True	False	1,267
80	100.700	93.125	7.575	7.7%	0.649	0.7%	61%	True	False	960
100	100.700	93.125	7.575	7.7%	0.625	0.6%	61%	True	False	773
120	100.700	93.125	7.575	7.7%	0.589	0.6%	61%	True	False	646

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	0.134
Widest range in 128 trading days

Fibonacci Retracements and Extensions
4.250	113.429
2.618	108.541
1.618	105.546
1.000	103.695
0.618	102.551
HIGH	100.700
0.618	99.556
0.500	99.203
0.382	98.849
LOW	97.705
0.618	95.854
1.000	94.710
1.618	92.859
2.618	89.864
4.250	84.976

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	99.203	99.203
PP	98.720	98.720
S1	98.237	98.237

Download as Excel Spreadsheet

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

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