ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	80.325	80.430	0.105	0.1%	79.770
High	80.325	80.450	0.125	0.2%	80.595
Low	80.250	80.330	0.080	0.1%	79.640
Close	80.332	80.415	0.083	0.1%	80.421
Range	0.075	0.120	0.045	60.0%	0.955
ATR	0.223	0.216	-0.007	-3.3%	0.000
Volume	4	8	4	100.0%	241

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	80.758	80.707	80.481
R3	80.638	80.587	80.448
R2	80.518	80.518	80.437
R1	80.467	80.467	80.426	80.433
PP	80.398	80.398	80.398	80.381
S1	80.347	80.347	80.404	80.313
S2	80.278	80.278	80.393
S3	80.158	80.227	80.382
S4	80.038	80.107	80.349

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.084	82.707	80.946
R3	82.129	81.752	80.684
R2	81.174	81.174	80.596
R1	80.797	80.797	80.509	80.986
PP	80.219	80.219	80.219	80.313
S1	79.842	79.842	80.333	80.031
S2	79.264	79.264	80.246
S3	78.309	78.887	80.158
S4	77.354	77.932	79.896

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.570	80.175	0.395	0.5%	0.192	0.2%	61%	False	False	34
10	80.595	79.640	0.955	1.2%	0.235	0.3%	81%	False	False	41
20	80.595	79.595	1.000	1.2%	0.233	0.3%	82%	False	False	29

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	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.960
2.618	80.764
1.618	80.644
1.000	80.570
0.618	80.524
HIGH	80.450
0.618	80.404
0.500	80.390
0.382	80.376
LOW	80.330
0.618	80.256
1.000	80.210
1.618	80.136
2.618	80.016
4.250	79.820

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	80.407	80.403
PP	80.398	80.392
S1	80.390	80.380

Download as Excel Spreadsheet

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

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