ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	80.580	80.640	0.060	0.1%	80.220
High	80.665	80.925	0.260	0.3%	80.755
Low	80.490	80.610	0.120	0.1%	80.120
Close	80.627	80.865	0.238	0.3%	80.595
Range	0.175	0.315	0.140	80.0%	0.635
ATR	0.242	0.247	0.005	2.2%	0.000
Volume	11,522	31,958	20,436	177.4%	85,419

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.745	81.620	81.038
R3	81.430	81.305	80.952
R2	81.115	81.115	80.923
R1	80.990	80.990	80.894	81.053
PP	80.800	80.800	80.800	80.831
S1	80.675	80.675	80.836	80.738
S2	80.485	80.485	80.807
S3	80.170	80.360	80.778
S4	79.855	80.045	80.692

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	80.925	80.420	0.505	0.6%	0.212	0.3%	88%	True	False	18,847
10	80.925	80.020	0.905	1.1%	0.221	0.3%	93%	True	False	17,283
20	80.925	79.770	1.155	1.4%	0.239	0.3%	95%	True	False	17,677
40	81.170	79.770	1.400	1.7%	0.265	0.3%	78%	False	False	13,724
60	81.170	79.055	2.115	2.6%	0.264	0.3%	86%	False	False	9,247
80	81.170	79.055	2.115	2.6%	0.252	0.3%	86%	False	False	6,958
100	81.170	79.055	2.115	2.6%	0.248	0.3%	86%	False	False	5,572

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.054
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	82.264
2.618	81.750
1.618	81.435
1.000	81.240
0.618	81.120
HIGH	80.925
0.618	80.805
0.500	80.768
0.382	80.730
LOW	80.610
0.618	80.415
1.000	80.295
1.618	80.100
2.618	79.785
4.250	79.271

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	80.833	80.813
PP	80.800	80.760
S1	80.768	80.708

Download as Excel Spreadsheet

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

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