ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	96.544	95.780	-0.764	-0.8%	95.630
High	96.544	96.490	-0.054	-0.1%	96.230
Low	96.544	95.780	-0.764	-0.8%	94.570
Close	96.544	96.490	-0.054	-0.1%	95.334
Range	0.000	0.710	0.710		1.660
ATR
Volume	0	12	12		61

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.383	98.147	96.881
R3	97.673	97.437	96.685
R2	96.963	96.963	96.620
R1	96.727	96.727	96.555	96.845
PP	96.253	96.253	96.253	96.313
S1	96.017	96.017	96.425	96.135
S2	95.543	95.543	96.360
S3	94.833	95.307	96.295
S4	94.123	94.597	96.100

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.358	99.506	96.247
R3	98.698	97.846	95.791
R2	97.038	97.038	95.638
R1	96.186	96.186	95.486	95.782
PP	95.378	95.378	95.378	95.176
S1	94.526	94.526	95.182	94.122
S2	93.718	93.718	95.030
S3	92.058	92.866	94.878
S4	90.398	91.206	94.421

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.782	94.570	2.212	2.3%	0.439	0.5%	87%	False	False	11
10	96.782	94.570	2.212	2.3%	0.385	0.4%	87%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.052
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.508
2.618	98.349
1.618	97.639
1.000	97.200
0.618	96.929
HIGH	96.490
0.618	96.219
0.500	96.135
0.382	96.051
LOW	95.780
0.618	95.341
1.000	95.070
1.618	94.631
2.618	93.921
4.250	92.762

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	96.372	96.420
PP	96.253	96.351
S1	96.135	96.281

Download as Excel Spreadsheet

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

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