ICE US Dollar Index Future June 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	97.015	96.990	-0.025	0.0%	96.540
High	97.270	97.760	0.490	0.5%	97.880
Low	96.825	96.975	0.150	0.2%	96.530
Close	96.986	97.473	0.487	0.5%	96.986
Range	0.445	0.785	0.340	76.4%	1.350
ATR	0.968	0.955	-0.013	-1.3%	0.000
Volume	49,476	50,327	851	1.7%	231,072

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.758	99.400	97.905
R3	98.973	98.615	97.689
R2	98.188	98.188	97.617
R1	97.830	97.830	97.545	98.009
PP	97.403	97.403	97.403	97.492
S1	97.045	97.045	97.401	97.224
S2	96.618	96.618	97.329
S3	95.833	96.260	97.257
S4	95.048	95.475	97.041

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.182	100.434	97.729
R3	99.832	99.084	97.357
R2	98.482	98.482	97.234
R1	97.734	97.734	97.110	98.108
PP	97.132	97.132	97.132	97.319
S1	96.384	96.384	96.862	96.758
S2	95.782	95.782	96.739
S3	94.432	95.034	96.615
S4	93.082	93.684	96.244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.880	96.530	1.350	1.4%	0.759	0.8%	70%	False	False	56,279
10	97.880	93.285	4.595	4.7%	0.905	0.9%	91%	False	False	53,840
20	97.880	93.155	4.725	4.8%	0.910	0.9%	91%	False	False	49,516
40	100.270	93.155	7.115	7.3%	0.974	1.0%	61%	False	False	51,965
60	100.785	93.155	7.630	7.8%	1.110	1.1%	57%	False	False	55,520
80	100.785	93.155	7.630	7.8%	1.000	1.0%	57%	False	False	42,302
100	100.785	91.995	8.790	9.0%	0.979	1.0%	62%	False	False	33,997
120	100.785	88.115	12.670	13.0%	0.909	0.9%	74%	False	False	28,366

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.168
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.096
2.618	99.815
1.618	99.030
1.000	98.545
0.618	98.245
HIGH	97.760
0.618	97.460
0.500	97.368
0.382	97.275
LOW	96.975
0.618	96.490
1.000	96.190
1.618	95.705
2.618	94.920
4.250	93.639

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	97.438	97.413
PP	97.403	97.353
S1	97.368	97.293

Download as Excel Spreadsheet

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

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