ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	98.225	98.390	0.165	0.2%	97.770
High	98.665	98.390	-0.275	-0.3%	99.345
Low	98.210	97.935	-0.275	-0.3%	97.225
Close	98.367	98.016	-0.351	-0.4%	98.731
Range	0.455	0.455	0.000	0.0%	2.120
ATR	0.774	0.751	-0.023	-2.9%	0.000
Volume	16,785	9,145	-7,640	-45.5%	158,919

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.479	99.202	98.266
R3	99.024	98.747	98.141
R2	98.569	98.569	98.099
R1	98.292	98.292	98.058	98.203
PP	98.114	98.114	98.114	98.069
S1	97.837	97.837	97.974	97.748
S2	97.659	97.659	97.933
S3	97.204	97.382	97.891
S4	96.749	96.927	97.766

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	104.794	103.882	99.897
R3	102.674	101.762	99.314
R2	100.554	100.554	99.120
R1	99.642	99.642	98.925	100.098
PP	98.434	98.434	98.434	98.662
S1	97.522	97.522	98.537	97.978
S2	96.314	96.314	98.342
S3	94.194	95.402	98.148
S4	92.074	93.282	97.565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.290	97.935	1.355	1.4%	0.521	0.5%	6%	False	True	18,858
10	99.345	97.225	2.120	2.2%	0.691	0.7%	37%	False	False	26,365
20	100.700	97.225	3.475	3.5%	0.798	0.8%	23%	False	False	20,761
40	100.700	96.875	3.825	3.9%	0.697	0.7%	30%	False	False	11,099
60	100.700	94.050	6.650	6.8%	0.682	0.7%	60%	False	False	7,509
80	100.700	94.050	6.650	6.8%	0.649	0.7%	60%	False	False	5,654
100	100.700	93.125	7.575	7.7%	0.664	0.7%	65%	False	False	4,530
120	100.700	93.125	7.575	7.7%	0.638	0.7%	65%	False	False	3,778

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.158

Fibonacci Retracements and Extensions
4.250	100.324
2.618	99.581
1.618	99.126
1.000	98.845
0.618	98.671
HIGH	98.390
0.618	98.216
0.500	98.163
0.382	98.109
LOW	97.935
0.618	97.654
1.000	97.480
1.618	97.199
2.618	96.744
4.250	96.001

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	98.163	98.300
PP	98.114	98.205
S1	98.065	98.111

Download as Excel Spreadsheet

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

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