ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	95.685	95.695	0.010	0.0%	97.050
High	95.900	96.250	0.350	0.4%	97.500
Low	95.280	95.545	0.265	0.3%	95.280
Close	95.619	95.982	0.363	0.4%	95.982
Range	0.620	0.705	0.085	13.7%	2.220
ATR	0.871	0.859	-0.012	-1.4%	0.000
Volume	49,090	27,582	-21,508	-43.8%	184,884

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.041	97.716	96.370
R3	97.336	97.011	96.176
R2	96.631	96.631	96.111
R1	96.306	96.306	96.047	96.469
PP	95.926	95.926	95.926	96.007
S1	95.601	95.601	95.917	95.764
S2	95.221	95.221	95.853
S3	94.516	94.896	95.788
S4	93.811	94.191	95.594

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.914	101.668	97.203
R3	100.694	99.448	96.593
R2	98.474	98.474	96.389
R1	97.228	97.228	96.186	96.741
PP	96.254	96.254	96.254	96.011
S1	95.008	95.008	95.779	94.521
S2	94.034	94.034	95.575
S3	91.814	92.788	95.372
S4	89.594	90.568	94.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.500	95.280	2.220	2.3%	0.885	0.9%	32%	False	False	36,976
10	99.750	95.280	4.470	4.7%	1.009	1.1%	16%	False	False	38,365
20	99.950	95.280	4.670	4.9%	0.833	0.9%	15%	False	False	36,853
40	99.950	95.280	4.670	4.9%	0.753	0.8%	15%	False	False	31,945
60	100.700	95.280	5.420	5.6%	0.757	0.8%	13%	False	False	25,599
80	100.700	94.970	5.730	6.0%	0.739	0.8%	18%	False	False	19,402
100	100.700	94.050	6.650	6.9%	0.705	0.7%	29%	False	False	15,566
120	100.700	94.010	6.690	7.0%	0.686	0.7%	29%	False	False	12,980

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	0.227
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.246
2.618	98.096
1.618	97.391
1.000	96.955
0.618	96.686
HIGH	96.250
0.618	95.981
0.500	95.898
0.382	95.814
LOW	95.545
0.618	95.109
1.000	94.840
1.618	94.404
2.618	93.699
4.250	92.549

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	95.954	96.025
PP	95.926	96.011
S1	95.898	95.996

Download as Excel Spreadsheet

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

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