ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	99.075	99.270	0.195	0.2%	98.335
High	99.260	99.950	0.690	0.7%	99.395
Low	98.680	98.985	0.305	0.3%	98.140
Close	99.174	99.128	-0.046	0.0%	99.020
Range	0.580	0.965	0.385	66.4%	1.255
ATR	0.712	0.730	0.018	2.5%	0.000
Volume	33,763	68,446	34,683	102.7%	171,163

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.249	101.654	99.659
R3	101.284	100.689	99.393
R2	100.319	100.319	99.305
R1	99.724	99.724	99.216	99.539
PP	99.354	99.354	99.354	99.262
S1	98.759	98.759	99.040	98.574
S2	98.389	98.389	98.951
S3	97.424	97.794	98.863
S4	96.459	96.829	98.597

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	99.950	98.415	1.535	1.5%	0.696	0.7%	46%	True	False	42,188
10	99.950	98.140	1.810	1.8%	0.757	0.8%	55%	True	False	37,691
20	99.950	97.835	2.115	2.1%	0.668	0.7%	61%	True	False	29,212
40	100.700	97.225	3.475	3.5%	0.731	0.7%	55%	False	False	24,070
60	100.700	96.755	3.945	4.0%	0.700	0.7%	60%	False	False	16,430
80	100.700	94.050	6.650	6.7%	0.680	0.7%	76%	False	False	12,393
100	100.700	94.050	6.650	6.7%	0.648	0.7%	76%	False	False	9,929
120	100.700	93.125	7.575	7.6%	0.663	0.7%	79%	False	False	8,280

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.176
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	104.051
2.618	102.476
1.618	101.511
1.000	100.915
0.618	100.546
HIGH	99.950
0.618	99.581
0.500	99.468
0.382	99.354
LOW	98.985
0.618	98.389
1.000	98.020
1.618	97.424
2.618	96.459
4.250	94.884

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	99.468	99.315
PP	99.354	99.253
S1	99.241	99.190

Download as Excel Spreadsheet

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

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