ICE US Dollar Index Future June 2014

Trading Metrics calculated at close of trading on 27-May-2014

Day Change Summary
	Previous	Current
	23-May-2014	27-May-2014	Change	Change %	Previous Week
Open	80.295	80.335	0.040	0.0%	80.110
High	80.490	80.520	0.030	0.0%	80.490
Low	80.285	80.225	-0.060	-0.1%	79.935
Close	80.450	80.405	-0.045	-0.1%	80.450
Range	0.205	0.295	0.090	43.9%	0.555
ATR	0.280	0.281	0.001	0.4%	0.000
Volume	10,912	12,488	1,576	14.4%	58,164

Daily Pivots for day following 27-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.268	81.132	80.567
R3	80.973	80.837	80.486
R2	80.678	80.678	80.459
R1	80.542	80.542	80.432	80.610
PP	80.383	80.383	80.383	80.418
S1	80.247	80.247	80.378	80.315
S2	80.088	80.088	80.351
S3	79.793	79.952	80.324
S4	79.498	79.657	80.243

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.957	81.758	80.755
R3	81.402	81.203	80.603
R2	80.847	80.847	80.552
R1	80.648	80.648	80.501	80.748
PP	80.292	80.292	80.292	80.341
S1	80.093	80.093	80.399	80.193
S2	79.737	79.737	80.348
S3	79.182	79.538	80.297
S4	78.627	78.983	80.145

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.520	79.940	0.580	0.7%	0.251	0.3%	80%	True	False	12,026
10	80.520	79.920	0.600	0.7%	0.250	0.3%	81%	True	False	14,794
20	80.520	78.930	1.590	2.0%	0.288	0.4%	93%	True	False	17,370
40	80.770	78.930	1.840	2.3%	0.287	0.4%	80%	False	False	16,403
60	80.770	78.930	1.840	2.3%	0.307	0.4%	80%	False	False	16,139
80	81.610	78.930	2.680	3.3%	0.309	0.4%	55%	False	False	12,247
100	81.650	78.930	2.720	3.4%	0.309	0.4%	54%	False	False	9,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.050
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.774
2.618	81.292
1.618	80.997
1.000	80.815
0.618	80.702
HIGH	80.520
0.618	80.407
0.500	80.373
0.382	80.338
LOW	80.225
0.618	80.043
1.000	79.930
1.618	79.748
2.618	79.453
4.250	78.971

Fisher Pivots for day following 27-May-2014
Pivot	1 day	3 day
R1	80.394	80.378
PP	80.383	80.350
S1	80.373	80.323

Download as Excel Spreadsheet

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

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