ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	98.330	98.235	-0.095	-0.1%	96.745
High	98.595	98.355	-0.240	-0.2%	98.175
Low	98.150	97.460	-0.690	-0.7%	96.725
Close	98.225	97.601	-0.624	-0.6%	98.175
Range	0.445	0.895	0.450	101.1%	1.450
ATR	0.715	0.728	0.013	1.8%	0.000
Volume	14,509	22,216	7,707	53.1%	100,209

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.490	99.941	98.093
R3	99.595	99.046	97.847
R2	98.700	98.700	97.765
R1	98.151	98.151	97.683	97.978
PP	97.805	97.805	97.805	97.719
S1	97.256	97.256	97.519	97.083
S2	96.910	96.910	97.437
S3	96.015	96.361	97.355
S4	95.120	95.466	97.109

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.042	101.558	98.973
R3	100.592	100.108	98.574
R2	99.142	99.142	98.441
R1	98.658	98.658	98.308	98.900
PP	97.692	97.692	97.692	97.813
S1	97.208	97.208	98.042	97.450
S2	96.242	96.242	97.909
S3	94.792	95.758	97.776
S4	93.342	94.308	97.378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.595	97.460	1.135	1.2%	0.476	0.5%	12%	False	True	20,538
10	98.595	96.575	2.020	2.1%	0.558	0.6%	51%	False	False	19,416
20	98.595	95.280	3.315	3.4%	0.697	0.7%	70%	False	False	25,740
40	99.950	95.280	4.670	4.8%	0.726	0.7%	50%	False	False	30,260
60	99.950	95.280	4.670	4.8%	0.713	0.7%	50%	False	False	28,508
80	100.700	95.280	5.420	5.6%	0.705	0.7%	43%	False	False	22,293
100	100.700	94.050	6.650	6.8%	0.696	0.7%	53%	False	False	17,933
120	100.700	94.050	6.650	6.8%	0.690	0.7%	53%	False	False	14,969

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	0.060
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	102.159
2.618	100.698
1.618	99.803
1.000	99.250
0.618	98.908
HIGH	98.355
0.618	98.013
0.500	97.908
0.382	97.802
LOW	97.460
0.618	96.907
1.000	96.565
1.618	96.012
2.618	95.117
4.250	93.656

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	97.908	98.028
PP	97.805	97.885
S1	97.703	97.743

Download as Excel Spreadsheet

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

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