ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	98.260	98.760	0.500	0.5%	97.970
High	98.845	99.300	0.455	0.5%	98.845
Low	98.255	98.110	-0.145	-0.1%	97.835
Close	98.745	98.968	0.223	0.2%	98.745
Range	0.590	1.190	0.600	101.7%	1.010
ATR	0.674	0.711	0.037	5.5%	0.000
Volume	18,783	39,008	20,225	107.7%	56,555

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.363	101.855	99.623
R3	101.173	100.665	99.295
R2	99.983	99.983	99.186
R1	99.475	99.475	99.077	99.729
PP	98.793	98.793	98.793	98.920
S1	98.285	98.285	98.859	98.539
S2	97.603	97.603	98.750
S3	96.413	97.095	98.641
S4	95.223	95.905	98.314

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.505	101.135	99.301
R3	100.495	100.125	99.023
R2	99.485	99.485	98.930
R1	99.115	99.115	98.838	99.300
PP	98.475	98.475	98.475	98.568
S1	98.105	98.105	98.652	98.290
S2	97.465	97.465	98.560
S3	96.455	97.095	98.467
S4	95.445	96.085	98.190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.300	97.835	1.465	1.5%	0.588	0.6%	77%	True	False	19,112
10	99.300	97.835	1.465	1.5%	0.555	0.6%	77%	True	False	18,985
20	99.345	97.225	2.120	2.1%	0.697	0.7%	82%	False	False	23,576
40	100.700	97.225	3.475	3.5%	0.698	0.7%	50%	False	False	13,400
60	100.700	94.050	6.650	6.7%	0.671	0.7%	74%	False	False	9,079
80	100.700	94.050	6.650	6.7%	0.666	0.7%	74%	False	False	6,844
100	100.700	93.125	7.575	7.7%	0.658	0.7%	77%	False	False	5,483
120	100.700	93.125	7.575	7.7%	0.637	0.6%	77%	False	False	4,573

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	0.118
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	104.358
2.618	102.415
1.618	101.225
1.000	100.490
0.618	100.035
HIGH	99.300
0.618	98.845
0.500	98.705
0.382	98.565
LOW	98.110
0.618	97.375
1.000	96.920
1.618	96.185
2.618	94.995
4.250	93.053

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	98.880	98.880
PP	98.793	98.793
S1	98.705	98.705

Download as Excel Spreadsheet

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

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