ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	97.450	98.050	0.600	0.6%	98.455
High	98.070	98.155	0.085	0.1%	99.020
Low	97.450	97.375	-0.075	-0.1%	97.305
Close	98.044	97.606	-0.438	-0.4%	97.606
Range	0.620	0.780	0.160	25.8%	1.715
ATR	0.773	0.774	0.000	0.1%	0.000
Volume	46,970	40,128	-6,842	-14.6%	142,657

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.052	99.609	98.035
R3	99.272	98.829	97.821
R2	98.492	98.492	97.749
R1	98.049	98.049	97.678	97.881
PP	97.712	97.712	97.712	97.628
S1	97.269	97.269	97.535	97.101
S2	96.932	96.932	97.463
S3	96.152	96.489	97.392
S4	95.372	95.709	97.177

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	103.122	102.079	98.549
R3	101.407	100.364	98.078
R2	99.692	99.692	97.920
R1	98.649	98.649	97.763	98.313
PP	97.977	97.977	97.977	97.809
S1	96.934	96.934	97.449	96.598
S2	96.262	96.262	97.292
S3	94.547	95.219	97.134
S4	92.832	93.504	96.663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.020	97.305	1.715	1.8%	0.756	0.8%	18%	False	False	28,531
10	100.700	97.305	3.395	3.5%	0.927	0.9%	9%	False	False	18,915
20	100.700	97.305	3.395	3.5%	0.719	0.7%	9%	False	False	10,499
40	100.700	94.810	5.890	6.0%	0.699	0.7%	47%	False	False	5,595
60	100.700	94.050	6.650	6.8%	0.668	0.7%	53%	False	False	3,802
80	100.700	93.125	7.575	7.8%	0.672	0.7%	59%	False	False	2,863
100	100.700	93.125	7.575	7.8%	0.646	0.7%	59%	False	False	2,296
120	100.700	93.125	7.575	7.8%	0.622	0.6%	59%	False	False	1,916

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	0.126
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.470
2.618	100.197
1.618	99.417
1.000	98.935
0.618	98.637
HIGH	98.155
0.618	97.857
0.500	97.765
0.382	97.673
LOW	97.375
0.618	96.893
1.000	96.595
1.618	96.113
2.618	95.333
4.250	94.060

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	97.765	97.968
PP	97.712	97.847
S1	97.659	97.727

Download as Excel Spreadsheet

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

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