ICE US Dollar Index Future June 2015

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	88.700	88.570	-0.130	-0.1%	88.845
High	88.815	89.170	0.355	0.4%	88.845
Low	88.280	88.570	0.290	0.3%	88.000
Close	88.432	89.168	0.736	0.8%	88.796
Range	0.535	0.600	0.065	12.1%	0.845
ATR	0.465	0.485	0.019	4.2%	0.000
Volume	41	48	7	17.1%	106

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.769	90.569	89.498
R3	90.169	89.969	89.333
R2	89.569	89.569	89.278
R1	89.369	89.369	89.223	89.469
PP	88.969	88.969	88.969	89.020
S1	88.769	88.769	89.113	88.869
S2	88.369	88.369	89.058
S3	87.769	88.169	89.003
S4	87.169	87.569	88.838

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.082	90.784	89.261
R3	90.237	89.939	89.028
R2	89.392	89.392	88.951
R1	89.094	89.094	88.873	88.821
PP	88.547	88.547	88.547	88.410
S1	88.249	88.249	88.719	87.976
S2	87.702	87.702	88.641
S3	86.857	87.404	88.564
S4	86.012	86.559	88.331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.170	88.000	1.170	1.3%	0.474	0.5%	100%	True	False	29
10	89.170	87.965	1.205	1.4%	0.418	0.5%	100%	True	False	35
20	89.170	87.400	1.770	2.0%	0.436	0.5%	100%	True	False	31
40	89.170	84.895	4.275	4.8%	0.408	0.5%	100%	True	False	23
60	89.170	84.485	4.685	5.3%	0.332	0.4%	100%	True	False	20
80	89.170	81.780	7.390	8.3%	0.277	0.3%	100%	True	False	17

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	0.048
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	91.720
2.618	90.741
1.618	90.141
1.000	89.770
0.618	89.541
HIGH	89.170
0.618	88.941
0.500	88.870
0.382	88.799
LOW	88.570
0.618	88.199
1.000	87.970
1.618	87.599
2.618	86.999
4.250	86.020

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	89.069	89.020
PP	88.969	88.873
S1	88.870	88.725

Download as Excel Spreadsheet

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

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