ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	93.880	94.105	0.225	0.2%	96.885
High	95.040	95.800	0.760	0.8%	97.400
Low	93.830	94.045	0.215	0.2%	95.150
Close	94.869	95.446	0.577	0.6%	95.330
Range	1.210	1.755	0.545	45.0%	2.250
ATR	0.933	0.992	0.059	6.3%	0.000
Volume	7,127	2,955	-4,172	-58.5%	7,210

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.362	99.659	96.411
R3	98.607	97.904	95.929
R2	96.852	96.852	95.768
R1	96.149	96.149	95.607	96.501
PP	95.097	95.097	95.097	95.273
S1	94.394	94.394	95.285	94.746
S2	93.342	93.342	95.124
S3	91.587	92.639	94.963
S4	89.832	90.884	94.481

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.710	101.270	96.568
R3	100.460	99.020	95.949
R2	98.210	98.210	95.743
R1	96.770	96.770	95.536	96.365
PP	95.960	95.960	95.960	95.758
S1	94.520	94.520	95.124	94.115
S2	93.710	93.710	94.918
S3	91.460	92.270	94.711
S4	89.210	90.020	94.093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.900	92.850	4.050	4.2%	1.445	1.5%	64%	False	False	3,040
10	97.400	92.850	4.550	4.8%	0.993	1.0%	57%	False	False	2,306
20	98.740	92.850	5.890	6.2%	0.911	1.0%	44%	False	False	1,563
40	98.740	92.850	5.890	6.2%	0.816	0.9%	44%	False	False	1,032
60	98.740	92.850	5.890	6.2%	0.839	0.9%	44%	False	False	784
80	98.740	92.850	5.890	6.2%	0.859	0.9%	44%	False	False	613
100	101.190	92.850	8.340	8.7%	0.852	0.9%	31%	False	False	502
120	102.450	92.850	9.600	10.1%	0.931	1.0%	27%	False	False	436

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	0.097
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.259
2.618	100.395
1.618	98.640
1.000	97.555
0.618	96.885
HIGH	95.800
0.618	95.130
0.500	94.923
0.382	94.715
LOW	94.045
0.618	92.960
1.000	92.290
1.618	91.205
2.618	89.450
4.250	86.586

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	95.272	95.072
PP	95.097	94.699
S1	94.923	94.325

Download as Excel Spreadsheet

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

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