ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	97.350	97.480	0.130	0.1%	96.635
High	97.580	97.925	0.345	0.4%	97.260
Low	97.150	97.240	0.090	0.1%	96.400
Close	97.485	97.464	-0.021	0.0%	96.604
Range	0.430	0.685	0.255	59.3%	0.860
ATR	0.788	0.781	-0.007	-0.9%	0.000
Volume	14,117	27,974	13,857	98.2%	62,972

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.598	99.216	97.841
R3	98.913	98.531	97.652
R2	98.228	98.228	97.590
R1	97.846	97.846	97.527	97.695
PP	97.543	97.543	97.543	97.467
S1	97.161	97.161	97.401	97.010
S2	96.858	96.858	97.338
S3	96.173	96.476	97.276
S4	95.488	95.791	97.087

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	97.925	96.575	1.350	1.4%	0.617	0.6%	66%	True	False	17,831
10	97.925	95.280	2.645	2.7%	0.647	0.7%	83%	True	False	23,293
20	99.880	95.280	4.600	4.7%	0.835	0.9%	47%	False	False	31,136
40	99.950	95.280	4.670	4.8%	0.749	0.8%	47%	False	False	30,646
60	100.700	95.280	5.420	5.6%	0.765	0.8%	40%	False	False	27,351
80	100.700	95.280	5.420	5.6%	0.723	0.7%	40%	False	False	20,872
100	100.700	94.050	6.650	6.8%	0.708	0.7%	51%	False	False	16,764
120	100.700	94.050	6.650	6.8%	0.682	0.7%	51%	False	False	13,984

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	0.175
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.836
2.618	99.718
1.618	99.033
1.000	98.610
0.618	98.348
HIGH	97.925
0.618	97.663
0.500	97.583
0.382	97.502
LOW	97.240
0.618	96.817
1.000	96.555
1.618	96.132
2.618	95.447
4.250	94.329

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	97.583	97.418
PP	97.543	97.371
S1	97.504	97.325

Download as Excel Spreadsheet

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

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