ICE US Dollar Index Future June 2015

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

Day Change Summary
	Previous	Current
	07-Oct-2014	08-Oct-2014	Change	Change %	Previous Week
Open	86.310	86.340	0.030	0.0%	85.920
High	86.430	86.340	-0.090	-0.1%	87.200
Low	86.000	85.625	-0.375	-0.4%	85.875
Close	86.093	85.725	-0.368	-0.4%	87.153
Range	0.430	0.715	0.285	66.3%	1.325
ATR	0.377	0.401	0.024	6.4%	0.000
Volume	12	28	16	133.3%	47

Daily Pivots for day following 08-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	88.042	87.598	86.118
R3	87.327	86.883	85.922
R2	86.612	86.612	85.856
R1	86.168	86.168	85.791	86.033
PP	85.897	85.897	85.897	85.829
S1	85.453	85.453	85.659	85.318
S2	85.182	85.182	85.594
S3	84.467	84.738	85.528
S4	83.752	84.023	85.332

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.718	90.260	87.882
R3	89.393	88.935	87.517
R2	88.068	88.068	87.396
R1	87.610	87.610	87.274	87.839
PP	86.743	86.743	86.743	86.857
S1	86.285	86.285	87.032	86.514
S2	85.418	85.418	86.910
S3	84.093	84.960	86.789
S4	82.768	83.635	86.424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.200	85.625	1.575	1.8%	0.491	0.6%	6%	False	True	10
10	87.200	85.570	1.630	1.9%	0.341	0.4%	10%	False	False	13
20	87.200	84.485	2.715	3.2%	0.237	0.3%	46%	False	False	13
40	87.200	81.780	5.420	6.3%	0.175	0.2%	73%	False	False	11

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.379
2.618	88.212
1.618	87.497
1.000	87.055
0.618	86.782
HIGH	86.340
0.618	86.067
0.500	85.983
0.382	85.898
LOW	85.625
0.618	85.183
1.000	84.910
1.618	84.468
2.618	83.753
4.250	82.586

Fisher Pivots for day following 08-Oct-2014
Pivot	1 day	3 day
R1	85.983	86.350
PP	85.897	86.142
S1	85.811	85.933

Download as Excel Spreadsheet

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

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