ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 24-Mar-2014

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	80.450	80.400	-0.050	-0.1%	79.770
High	80.570	80.400	-0.170	-0.2%	80.595
Low	80.380	80.175	-0.205	-0.3%	79.640
Close	80.421	80.239	-0.182	-0.2%	80.421
Range	0.190	0.225	0.035	18.4%	0.955
ATR	0.224	0.226	0.002	0.7%	0.000
Volume	85	48	-37	-43.5%	241

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	80.946	80.818	80.363
R3	80.721	80.593	80.301
R2	80.496	80.496	80.280
R1	80.368	80.368	80.260	80.320
PP	80.271	80.271	80.271	80.247
S1	80.143	80.143	80.218	80.095
S2	80.046	80.046	80.198
S3	79.821	79.918	80.177
S4	79.596	79.693	80.115

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.084	82.707	80.946
R3	82.129	81.752	80.684
R2	81.174	81.174	80.596
R1	80.797	80.797	80.509	80.986
PP	80.219	80.219	80.219	80.313
S1	79.842	79.842	80.333	80.031
S2	79.264	79.264	80.246
S3	78.309	78.887	80.158
S4	77.354	77.932	79.896

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.595	79.685	0.910	1.1%	0.293	0.4%	61%	False	False	53
10	80.595	79.595	1.000	1.2%	0.249	0.3%	64%	False	False	50
20	80.815	79.595	1.220	1.5%	0.206	0.3%	53%	False	False	28

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	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.356
2.618	80.989
1.618	80.764
1.000	80.625
0.618	80.539
HIGH	80.400
0.618	80.314
0.500	80.288
0.382	80.261
LOW	80.175
0.618	80.036
1.000	79.950
1.618	79.811
2.618	79.586
4.250	79.219

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	80.288	80.385
PP	80.271	80.336
S1	80.255	80.288

Download as Excel Spreadsheet

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

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