ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	88.370	88.025	-0.345	-0.4%	88.445
High	88.505	88.730	0.225	0.3%	88.515
Low	87.805	87.995	0.190	0.2%	87.560
Close	87.982	88.703	0.721	0.8%	88.413
Range	0.700	0.735	0.035	5.0%	0.955
ATR	0.630	0.639	0.008	1.3%	0.000
Volume	43,344	36,441	-6,903	-15.9%	114,348

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.681	90.427	89.107
R3	89.946	89.692	88.905
R2	89.211	89.211	88.838
R1	88.957	88.957	88.770	89.084
PP	88.476	88.476	88.476	88.540
S1	88.222	88.222	88.636	88.349
S2	87.741	87.741	88.568
S3	87.006	87.487	88.501
S4	86.271	86.752	88.299

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.028	90.675	88.938
R3	90.073	89.720	88.676
R2	89.118	89.118	88.588
R1	88.765	88.765	88.501	88.464
PP	88.163	88.163	88.163	88.012
S1	87.810	87.810	88.325	87.509
S2	87.208	87.208	88.238
S3	86.253	86.855	88.150
S4	85.298	85.900	87.888

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.730	87.560	1.170	1.3%	0.594	0.7%	98%	True	False	33,610
10	88.730	87.365	1.365	1.5%	0.568	0.6%	98%	True	False	36,009
20	88.730	86.975	1.755	2.0%	0.626	0.7%	98%	True	False	37,494
40	88.730	84.525	4.205	4.7%	0.634	0.7%	99%	True	False	38,433
60	88.730	84.005	4.725	5.3%	0.601	0.7%	99%	True	False	37,664
80	88.730	81.500	7.230	8.2%	0.530	0.6%	100%	True	False	28,782
100	88.730	80.250	8.480	9.6%	0.466	0.5%	100%	True	False	23,072
120	88.730	79.885	8.845	10.0%	0.422	0.5%	100%	True	False	19,242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.131
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	91.854
2.618	90.654
1.618	89.919
1.000	89.465
0.618	89.184
HIGH	88.730
0.618	88.449
0.500	88.363
0.382	88.276
LOW	87.995
0.618	87.541
1.000	87.260
1.618	86.806
2.618	86.071
4.250	84.871

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	88.590	88.558
PP	88.476	88.413
S1	88.363	88.268

Download as Excel Spreadsheet

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

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