ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	87.780	87.720	-0.060	-0.1%	87.650
High	88.010	88.480	0.470	0.5%	88.480
Low	87.540	87.505	-0.035	0.0%	87.230
Close	87.667	88.405	0.738	0.8%	88.405
Range	0.470	0.975	0.505	107.4%	1.250
ATR	0.617	0.642	0.026	4.2%	0.000
Volume	38,420	55,316	16,896	44.0%	194,609

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.055	90.705	88.941
R3	90.080	89.730	88.673
R2	89.105	89.105	88.584
R1	88.755	88.755	88.494	88.930
PP	88.130	88.130	88.130	88.218
S1	87.780	87.780	88.316	87.955
S2	87.155	87.155	88.226
S3	86.180	86.805	88.137
S4	85.205	85.830	87.869

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.788	91.347	89.093
R3	90.538	90.097	88.749
R2	89.288	89.288	88.634
R1	88.847	88.847	88.520	89.068
PP	88.038	88.038	88.038	88.149
S1	87.597	87.597	88.290	87.818
S2	86.788	86.788	88.176
S3	85.538	86.347	88.061
S4	84.288	85.097	87.718

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.480	87.230	1.250	1.4%	0.632	0.7%	94%	True	False	38,921
10	88.480	87.210	1.270	1.4%	0.629	0.7%	94%	True	False	36,776
20	88.480	85.245	3.235	3.7%	0.639	0.7%	98%	True	False	39,098
40	88.480	84.525	3.955	4.5%	0.656	0.7%	98%	True	False	39,788
60	88.480	82.555	5.925	6.7%	0.592	0.7%	99%	True	False	35,027
80	88.480	81.355	7.125	8.1%	0.509	0.6%	99%	True	False	26,384
100	88.480	80.110	8.370	9.5%	0.442	0.5%	99%	True	False	21,138
120	88.480	79.885	8.595	9.7%	0.404	0.5%	99%	True	False	17,633

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.230
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	92.624
2.618	91.033
1.618	90.058
1.000	89.455
0.618	89.083
HIGH	88.480
0.618	88.108
0.500	87.993
0.382	87.877
LOW	87.505
0.618	86.902
1.000	86.530
1.618	85.927
2.618	84.952
4.250	83.361

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	88.268	88.244
PP	88.130	88.083
S1	87.993	87.923

Download as Excel Spreadsheet

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

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