ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	99.130	99.005	-0.125	-0.1%	99.255
High	99.230	99.150	-0.080	-0.1%	99.950
Low	98.745	98.450	-0.295	-0.3%	98.680
Close	98.954	98.539	-0.415	-0.4%	99.651
Range	0.485	0.700	0.215	44.3%	1.270
ATR	0.661	0.664	0.003	0.4%	0.000
Volume	30,069	34,544	4,475	14.9%	152,829

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.813	100.376	98.924
R3	100.113	99.676	98.732
R2	99.413	99.413	98.667
R1	98.976	98.976	98.603	98.845
PP	98.713	98.713	98.713	98.647
S1	98.276	98.276	98.475	98.145
S2	98.013	98.013	98.411
S3	97.313	97.576	98.347
S4	96.613	96.876	98.154

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.237	102.714	100.350
R3	101.967	101.444	100.000
R2	100.697	100.697	99.884
R1	100.174	100.174	99.767	100.436
PP	99.427	99.427	99.427	99.558
S1	98.904	98.904	99.535	99.166
S2	98.157	98.157	99.418
S3	96.887	97.634	99.302
S4	95.617	96.364	98.953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.675	98.450	1.225	1.2%	0.498	0.5%	7%	False	True	25,433
10	99.950	98.415	1.535	1.6%	0.597	0.6%	8%	False	False	33,810
20	99.950	98.110	1.840	1.9%	0.679	0.7%	23%	False	False	31,989
40	100.700	97.225	3.475	3.5%	0.740	0.8%	38%	False	False	26,944
60	100.700	97.075	3.625	3.7%	0.688	0.7%	40%	False	False	18,503
80	100.700	94.050	6.650	6.7%	0.669	0.7%	68%	False	False	13,972
100	100.700	94.050	6.650	6.7%	0.660	0.7%	68%	False	False	11,200
120	100.700	93.125	7.575	7.7%	0.661	0.7%	71%	False	False	9,339

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.143
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	102.125
2.618	100.983
1.618	100.283
1.000	99.850
0.618	99.583
HIGH	99.150
0.618	98.883
0.500	98.800
0.382	98.717
LOW	98.450
0.618	98.017
1.000	97.750
1.618	97.317
2.618	96.617
4.250	95.475

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	98.800	98.978
PP	98.713	98.831
S1	98.626	98.685

Download as Excel Spreadsheet

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

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