ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	97.235	96.885	-0.350	-0.4%	94.720
High	97.250	97.060	-0.190	-0.2%	97.300
Low	96.785	96.620	-0.165	-0.2%	94.595
Close	96.955	96.992	0.037	0.0%	97.243
Range	0.465	0.440	-0.025	-5.4%	2.705
ATR	0.706	0.687	-0.019	-2.7%	0.000
Volume	24,106	27,188	3,082	12.8%	150,429

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.211	98.041	97.234
R3	97.771	97.601	97.113
R2	97.331	97.331	97.073
R1	97.161	97.161	97.032	97.246
PP	96.891	96.891	96.891	96.933
S1	96.721	96.721	96.952	96.806
S2	96.451	96.451	96.911
S3	96.011	96.281	96.871
S4	95.571	95.841	96.750

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	104.494	103.574	98.731
R3	101.789	100.869	97.987
R2	99.084	99.084	97.739
R1	98.164	98.164	97.491	98.624
PP	96.379	96.379	96.379	96.610
S1	95.459	95.459	96.995	95.919
S2	93.674	93.674	96.747
S3	90.969	92.754	96.499
S4	88.264	90.049	95.755

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.300	94.750	2.550	2.6%	0.768	0.8%	88%	False	False	33,181
10	97.300	93.830	3.470	3.6%	0.677	0.7%	91%	False	False	29,163
20	97.300	93.830	3.470	3.6%	0.654	0.7%	91%	False	False	27,433
40	97.300	93.830	3.470	3.6%	0.692	0.7%	91%	False	False	28,186
60	98.740	92.850	5.890	6.1%	0.770	0.8%	70%	False	False	19,399
80	98.740	92.850	5.890	6.1%	0.769	0.8%	70%	False	False	14,693
100	98.740	92.850	5.890	6.1%	0.769	0.8%	70%	False	False	11,813
120	98.740	92.850	5.890	6.1%	0.799	0.8%	70%	False	False	9,862

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.120
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.930
2.618	98.212
1.618	97.772
1.000	97.500
0.618	97.332
HIGH	97.060
0.618	96.892
0.500	96.840
0.382	96.788
LOW	96.620
0.618	96.348
1.000	96.180
1.618	95.908
2.618	95.468
4.250	94.750

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	96.941	96.916
PP	96.891	96.839
S1	96.840	96.763

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

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