ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	99.255	99.075	-0.180	-0.2%	98.335
High	99.395	99.260	-0.135	-0.1%	99.395
Low	98.920	98.680	-0.240	-0.2%	98.140
Close	99.036	99.174	0.138	0.1%	99.020
Range	0.475	0.580	0.105	22.1%	1.255
ATR	0.722	0.712	-0.010	-1.4%	0.000
Volume	24,177	33,763	9,586	39.6%	171,163

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.778	100.556	99.493
R3	100.198	99.976	99.334
R2	99.618	99.618	99.280
R1	99.396	99.396	99.227	99.507
PP	99.038	99.038	99.038	99.094
S1	98.816	98.816	99.121	98.927
S2	98.458	98.458	99.068
S3	97.878	98.236	99.015
S4	97.298	97.656	98.855

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.617	102.073	99.710
R3	101.362	100.818	99.365
R2	100.107	100.107	99.250
R1	99.563	99.563	99.135	99.835
PP	98.852	98.852	98.852	98.988
S1	98.308	98.308	98.905	98.580
S2	97.597	97.597	98.790
S3	96.342	97.053	98.675
S4	95.087	95.798	98.330

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.395	98.415	0.980	1.0%	0.601	0.6%	77%	False	False	33,954
10	99.750	98.140	1.610	1.6%	0.716	0.7%	64%	False	False	33,819
20	99.750	97.835	1.915	1.9%	0.648	0.7%	70%	False	False	26,836
40	100.700	97.225	3.475	3.5%	0.718	0.7%	56%	False	False	22,407
60	100.700	96.755	3.945	4.0%	0.691	0.7%	61%	False	False	15,294
80	100.700	94.050	6.650	6.7%	0.675	0.7%	77%	False	False	11,540
100	100.700	94.050	6.650	6.7%	0.643	0.6%	77%	False	False	9,245
120	100.700	93.125	7.575	7.6%	0.657	0.7%	80%	False	False	7,710

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	0.171
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.725
2.618	100.778
1.618	100.198
1.000	99.840
0.618	99.618
HIGH	99.260
0.618	99.038
0.500	98.970
0.382	98.902
LOW	98.680
0.618	98.322
1.000	98.100
1.618	97.742
2.618	97.162
4.250	96.215

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	99.106	99.084
PP	99.038	98.995
S1	98.970	98.905

Download as Excel Spreadsheet

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

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