ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	84.040	83.980	-0.060	-0.1%	82.905
High	84.080	84.500	0.420	0.5%	84.080
Low	83.705	83.935	0.230	0.3%	82.900
Close	83.872	84.371	0.499	0.6%	83.872
Range	0.375	0.565	0.190	50.7%	1.180
ATR	0.323	0.344	0.022	6.8%	0.000
Volume	7,830	17,201	9,371	119.7%	17,965

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.964	85.732	84.682
R3	85.399	85.167	84.526
R2	84.834	84.834	84.475
R1	84.602	84.602	84.423	84.718
PP	84.269	84.269	84.269	84.327
S1	84.037	84.037	84.319	84.153
S2	83.704	83.704	84.267
S3	83.139	83.472	84.216
S4	82.574	82.907	84.060

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.157	86.695	84.521
R3	85.977	85.515	84.197
R2	84.797	84.797	84.088
R1	84.335	84.335	83.980	84.566
PP	83.617	83.617	83.617	83.733
S1	83.155	83.155	83.764	83.386
S2	82.437	82.437	83.656
S3	81.257	81.975	83.548
S4	80.077	80.795	83.223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.500	82.900	1.600	1.9%	0.493	0.6%	92%	True	False	7,033
10	84.500	82.450	2.050	2.4%	0.381	0.5%	94%	True	False	3,934
20	84.500	81.500	3.000	3.6%	0.318	0.4%	96%	True	False	2,137
40	84.500	80.250	4.250	5.0%	0.264	0.3%	97%	True	False	1,185
60	84.500	79.885	4.615	5.5%	0.244	0.3%	97%	True	False	819
80	84.500	79.885	4.615	5.5%	0.222	0.3%	97%	True	False	629
100	84.500	79.240	5.260	6.2%	0.207	0.2%	98%	True	False	507
120	84.500	79.240	5.260	6.2%	0.197	0.2%	98%	True	False	425

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	0.053
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.901
2.618	85.979
1.618	85.414
1.000	85.065
0.618	84.849
HIGH	84.500
0.618	84.284
0.500	84.218
0.382	84.151
LOW	83.935
0.618	83.586
1.000	83.370
1.618	83.021
2.618	82.456
4.250	81.534

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	84.320	84.160
PP	84.269	83.949
S1	84.218	83.738

Download as Excel Spreadsheet

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

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