ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	99.105	98.915	-0.190	-0.2%	98.760
High	99.395	99.330	-0.065	-0.1%	99.750
Low	98.905	98.650	-0.255	-0.3%	98.110
Close	98.978	99.155	0.177	0.2%	98.599
Range	0.490	0.680	0.190	38.8%	1.640
ATR	0.743	0.738	-0.004	-0.6%	0.000
Volume	27,274	38,487	11,213	41.1%	186,462

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.085	100.800	99.529
R3	100.405	100.120	99.342
R2	99.725	99.725	99.280
R1	99.440	99.440	99.217	99.583
PP	99.045	99.045	99.045	99.116
S1	98.760	98.760	99.093	98.903
S2	98.365	98.365	99.030
S3	97.685	98.080	98.968
S4	97.005	97.400	98.781

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.740	102.809	99.501
R3	102.100	101.169	99.050
R2	100.460	100.460	98.900
R1	99.529	99.529	98.749	99.175
PP	98.820	98.820	98.820	98.642
S1	97.889	97.889	98.449	97.535
S2	97.180	97.180	98.298
S3	95.540	96.249	98.148
S4	93.900	94.609	97.697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.395	98.140	1.255	1.3%	0.725	0.7%	81%	False	False	33,062
10	99.750	98.110	1.640	1.7%	0.798	0.8%	64%	False	False	33,033
20	99.750	97.625	2.125	2.1%	0.673	0.7%	72%	False	False	27,038
40	100.700	97.225	3.475	3.5%	0.719	0.7%	56%	False	False	19,972
60	100.700	94.970	5.730	5.8%	0.708	0.7%	73%	False	False	13,584
80	100.700	94.050	6.650	6.7%	0.673	0.7%	77%	False	False	10,244
100	100.700	94.010	6.690	6.7%	0.657	0.7%	77%	False	False	8,205
120	100.700	93.125	7.575	7.6%	0.658	0.7%	80%	False	False	6,844

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	0.191
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.220
2.618	101.110
1.618	100.430
1.000	100.010
0.618	99.750
HIGH	99.330
0.618	99.070
0.500	98.990
0.382	98.910
LOW	98.650
0.618	98.230
1.000	97.970
1.618	97.550
2.618	96.870
4.250	95.760

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	99.100	99.108
PP	99.045	99.062
S1	98.990	99.015

Download as Excel Spreadsheet

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

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