ICE US Dollar Index Future June 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	80.835	80.780	-0.055	-0.1%	80.405
High	80.915	80.840	-0.075	-0.1%	81.065
Low	80.695	80.540	-0.155	-0.2%	80.265
Close	80.809	80.590	-0.219	-0.3%	80.427
Range	0.220	0.300	0.080	36.4%	0.800
ATR	0.298	0.298	0.000	0.1%	0.000
Volume	25,397	19,599	-5,798	-22.8%	128,163

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.557	81.373	80.755
R3	81.257	81.073	80.673
R2	80.957	80.957	80.645
R1	80.773	80.773	80.618	80.715
PP	80.657	80.657	80.657	80.628
S1	80.473	80.473	80.563	80.415
S2	80.357	80.357	80.535
S3	80.057	80.173	80.508
S4	79.757	79.873	80.425

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.986	82.506	80.867
R3	82.186	81.706	80.647
R2	81.386	81.386	80.574
R1	80.906	80.906	80.500	81.146
PP	80.586	80.586	80.586	80.706
S1	80.106	80.106	80.354	80.346
S2	79.786	79.786	80.280
S3	78.986	79.306	80.207
S4	78.186	78.506	79.987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.915	80.265	0.650	0.8%	0.299	0.4%	50%	False	False	21,662
10	81.065	80.265	0.800	1.0%	0.318	0.4%	41%	False	False	22,048
20	81.065	79.935	1.130	1.4%	0.282	0.3%	58%	False	False	17,631
40	81.065	78.930	2.135	2.6%	0.282	0.3%	78%	False	False	16,922
60	81.065	78.930	2.135	2.6%	0.303	0.4%	78%	False	False	17,551
80	81.065	78.930	2.135	2.6%	0.310	0.4%	78%	False	False	15,272
100	81.610	78.930	2.680	3.3%	0.313	0.4%	62%	False	False	12,274
120	81.650	78.930	2.720	3.4%	0.301	0.4%	61%	False	False	10,236

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	0.093
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.115
2.618	81.625
1.618	81.325
1.000	81.140
0.618	81.025
HIGH	80.840
0.618	80.725
0.500	80.690
0.382	80.655
LOW	80.540
0.618	80.355
1.000	80.240
1.618	80.055
2.618	79.755
4.250	79.265

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	80.690	80.728
PP	80.657	80.682
S1	80.623	80.636

Download as Excel Spreadsheet

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

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