ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	97.070	97.260	0.190	0.2%	98.180
High	97.280	97.580	0.300	0.3%	98.595
Low	96.895	96.935	0.040	0.0%	97.025
Close	97.206	97.159	-0.047	0.0%	97.343
Range	0.385	0.645	0.260	67.5%	1.570
ATR	0.717	0.712	-0.005	-0.7%	0.000
Volume	16,218	27,937	11,719	72.3%	109,749

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.160	98.804	97.514
R3	98.515	98.159	97.336
R2	97.870	97.870	97.277
R1	97.514	97.514	97.218	97.370
PP	97.225	97.225	97.225	97.152
S1	96.869	96.869	97.100	96.725
S2	96.580	96.580	97.041
S3	95.935	96.224	96.982
S4	95.290	95.579	96.804

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.364	101.424	98.207
R3	100.794	99.854	97.775
R2	99.224	99.224	97.631
R1	98.284	98.284	97.487	97.969
PP	97.654	97.654	97.654	97.497
S1	96.714	96.714	97.199	96.399
S2	96.084	96.084	97.055
S3	94.514	95.144	96.911
S4	92.944	93.574	96.480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.355	96.895	1.460	1.5%	0.721	0.7%	18%	False	False	22,924
10	98.595	96.895	1.700	1.7%	0.560	0.6%	16%	False	False	21,090
20	98.595	95.280	3.315	3.4%	0.604	0.6%	57%	False	False	22,192
40	99.950	95.280	4.670	4.8%	0.707	0.7%	40%	False	False	29,041
60	99.950	95.280	4.670	4.8%	0.708	0.7%	40%	False	False	28,340
80	100.700	95.280	5.420	5.6%	0.709	0.7%	35%	False	False	23,397
100	100.700	94.685	6.015	6.2%	0.699	0.7%	41%	False	False	18,842
120	100.700	94.050	6.650	6.8%	0.691	0.7%	47%	False	False	15,737

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	0.116
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.321
2.618	99.269
1.618	98.624
1.000	98.225
0.618	97.979
HIGH	97.580
0.618	97.334
0.500	97.258
0.382	97.181
LOW	96.935
0.618	96.536
1.000	96.290
1.618	95.891
2.618	95.246
4.250	94.194

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	97.258	97.298
PP	97.225	97.251
S1	97.192	97.205

Download as Excel Spreadsheet

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

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