ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	98.305	98.260	-0.045	0.0%	98.780
High	98.495	98.845	0.350	0.4%	98.855
Low	98.190	98.255	0.065	0.1%	97.935
Close	98.354	98.745	0.391	0.4%	98.016
Range	0.305	0.590	0.285	93.4%	0.920
ATR	0.680	0.674	-0.006	-0.9%	0.000
Volume	9,825	18,783	8,958	91.2%	64,606

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.385	100.155	99.070
R3	99.795	99.565	98.907
R2	99.205	99.205	98.853
R1	98.975	98.975	98.799	99.090
PP	98.615	98.615	98.615	98.673
S1	98.385	98.385	98.691	98.500
S2	98.025	98.025	98.637
S3	97.435	97.795	98.583
S4	96.845	97.205	98.421

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.029	100.442	98.522
R3	100.109	99.522	98.269
R2	99.189	99.189	98.185
R1	98.602	98.602	98.100	98.436
PP	98.269	98.269	98.269	98.185
S1	97.682	97.682	97.932	97.516
S2	97.349	97.349	97.847
S3	96.429	96.762	97.763
S4	95.509	95.842	97.510

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.845	97.835	1.010	1.0%	0.441	0.4%	90%	True	False	13,140
10	99.345	97.835	1.510	1.5%	0.506	0.5%	60%	False	False	18,182
20	100.700	97.225	3.475	3.5%	0.787	0.8%	44%	False	False	22,843
40	100.700	97.225	3.475	3.5%	0.678	0.7%	44%	False	False	12,439
60	100.700	94.050	6.650	6.7%	0.662	0.7%	71%	False	False	8,433
80	100.700	94.050	6.650	6.7%	0.660	0.7%	71%	False	False	6,357
100	100.700	93.125	7.575	7.7%	0.650	0.7%	74%	False	False	5,094
120	100.700	93.125	7.575	7.7%	0.630	0.6%	74%	False	False	4,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.065
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.353
2.618	100.390
1.618	99.800
1.000	99.435
0.618	99.210
HIGH	98.845
0.618	98.620
0.500	98.550
0.382	98.480
LOW	98.255
0.618	97.890
1.000	97.665
1.618	97.300
2.618	96.710
4.250	95.748

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	98.680	98.611
PP	98.615	98.477
S1	98.550	98.343

Download as Excel Spreadsheet

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

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