ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	99.515	99.325	-0.190	-0.2%	97.970
High	99.750	99.385	-0.365	-0.4%	98.845
Low	99.195	98.240	-0.955	-1.0%	97.835
Close	99.266	98.272	-0.994	-1.0%	98.745
Range	0.555	1.145	0.590	106.3%	1.010
ATR	0.710	0.742	0.031	4.4%	0.000
Volume	29,733	39,144	9,411	31.7%	56,555

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.067	101.315	98.902
R3	100.922	100.170	98.587
R2	99.777	99.777	98.482
R1	99.025	99.025	98.377	98.829
PP	98.632	98.632	98.632	98.534
S1	97.880	97.880	98.167	97.684
S2	97.487	97.487	98.062
S3	96.342	96.735	97.957
S4	95.197	95.590	97.642

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	99.750	98.110	1.640	1.7%	0.871	0.9%	10%	False	False	33,005
10	99.750	97.835	1.915	1.9%	0.643	0.7%	23%	False	False	22,873
20	99.750	97.225	2.525	2.6%	0.719	0.7%	41%	False	False	27,181
40	100.700	97.225	3.475	3.5%	0.701	0.7%	30%	False	False	16,003
60	100.700	94.050	6.650	6.8%	0.693	0.7%	63%	False	False	10,851
80	100.700	94.050	6.650	6.8%	0.681	0.7%	63%	False	False	8,184
100	100.700	93.125	7.575	7.7%	0.677	0.7%	68%	False	False	6,555
120	100.700	93.125	7.575	7.7%	0.646	0.7%	68%	False	False	5,467

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.120
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.251
2.618	102.383
1.618	101.238
1.000	100.530
0.618	100.093
HIGH	99.385
0.618	98.948
0.500	98.813
0.382	98.677
LOW	98.240
0.618	97.532
1.000	97.095
1.618	96.387
2.618	95.242
4.250	93.374

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	98.813	98.995
PP	98.632	98.754
S1	98.452	98.513

Download as Excel Spreadsheet

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

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