ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	96.750	96.745	-0.005	0.0%	96.635
High	97.260	97.615	0.355	0.4%	97.260
Low	96.575	96.725	0.150	0.2%	96.400
Close	96.604	97.388	0.784	0.8%	96.604
Range	0.685	0.890	0.205	29.9%	0.860
ATR	0.801	0.816	0.015	1.9%	0.000
Volume	17,971	15,601	-2,370	-13.2%	62,972

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.913	99.540	97.878
R3	99.023	98.650	97.633
R2	98.133	98.133	97.551
R1	97.760	97.760	97.470	97.947
PP	97.243	97.243	97.243	97.336
S1	96.870	96.870	97.306	97.057
S2	96.353	96.353	97.225
S3	95.463	95.980	97.143
S4	94.573	95.090	96.899

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.335	98.829	97.077
R3	98.475	97.969	96.841
R2	97.615	97.615	96.762
R1	97.109	97.109	96.683	96.932
PP	96.755	96.755	96.755	96.666
S1	96.249	96.249	96.525	96.072
S2	95.895	95.895	96.446
S3	95.035	95.389	96.368
S4	94.175	94.529	96.131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.615	96.400	1.215	1.2%	0.608	0.6%	81%	True	False	15,714
10	97.615	95.280	2.335	2.4%	0.747	0.8%	90%	True	False	26,345
20	99.880	95.280	4.600	4.7%	0.821	0.8%	46%	False	False	30,837
40	99.950	95.280	4.670	4.8%	0.744	0.8%	45%	False	False	30,242
60	100.700	95.280	5.420	5.6%	0.764	0.8%	39%	False	False	26,722
80	100.700	95.280	5.420	5.6%	0.731	0.8%	39%	False	False	20,359
100	100.700	94.050	6.650	6.8%	0.708	0.7%	50%	False	False	16,345
120	100.700	94.050	6.650	6.8%	0.679	0.7%	50%	False	False	13,634

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	0.192
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	101.398
2.618	99.945
1.618	99.055
1.000	98.505
0.618	98.165
HIGH	97.615
0.618	97.275
0.500	97.170
0.382	97.065
LOW	96.725
0.618	96.175
1.000	95.835
1.618	95.285
2.618	94.395
4.250	92.943

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	97.315	97.290
PP	97.243	97.193
S1	97.170	97.095

Download as Excel Spreadsheet

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

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