ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	80.595	80.605	0.010	0.0%	80.220
High	80.665	80.755	0.090	0.1%	80.755
Low	80.540	80.545	0.005	0.0%	80.120
Close	80.570	80.595	0.025	0.0%	80.595
Range	0.125	0.210	0.085	68.0%	0.635
ATR	0.250	0.247	-0.003	-1.1%	0.000
Volume	13,438	20,980	7,542	56.1%	85,419

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.262	81.138	80.711
R3	81.052	80.928	80.653
R2	80.842	80.842	80.634
R1	80.718	80.718	80.614	80.675
PP	80.632	80.632	80.632	80.610
S1	80.508	80.508	80.576	80.465
S2	80.422	80.422	80.557
S3	80.212	80.298	80.537
S4	80.002	80.088	80.480

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.395	82.130	80.944
R3	81.760	81.495	80.770
R2	81.125	81.125	80.711
R1	80.860	80.860	80.653	80.993
PP	80.490	80.490	80.490	80.556
S1	80.225	80.225	80.537	80.358
S2	79.855	79.855	80.479
S3	79.220	79.590	80.420
S4	78.585	78.955	80.246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.755	80.120	0.635	0.8%	0.206	0.3%	75%	True	False	17,083
10	80.755	80.020	0.735	0.9%	0.204	0.3%	78%	True	False	14,824
20	80.755	79.770	0.985	1.2%	0.236	0.3%	84%	True	False	16,688
40	81.170	79.770	1.400	1.7%	0.262	0.3%	59%	False	False	12,649
60	81.170	79.055	2.115	2.6%	0.261	0.3%	73%	False	False	8,527
80	81.170	79.055	2.115	2.6%	0.248	0.3%	73%	False	False	6,415
100	81.170	79.055	2.115	2.6%	0.243	0.3%	73%	False	False	5,137

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.058
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.648
2.618	81.305
1.618	81.095
1.000	80.965
0.618	80.885
HIGH	80.755
0.618	80.675
0.500	80.650
0.382	80.625
LOW	80.545
0.618	80.415
1.000	80.335
1.618	80.205
2.618	79.995
4.250	79.653

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	80.650	80.593
PP	80.632	80.590
S1	80.613	80.588

Download as Excel Spreadsheet

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

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