ICE US Dollar Index Future September 2014

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

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	81.470	81.535	0.065	0.1%	81.395
High	81.550	81.745	0.195	0.2%	81.775
Low	81.465	81.530	0.065	0.1%	81.315
Close	81.535	81.555	0.020	0.0%	81.454
Range	0.085	0.215	0.130	152.9%	0.460
ATR	0.244	0.242	-0.002	-0.8%	0.000
Volume	8,320	15,290	6,970	83.8%	119,298

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.255	82.120	81.673
R3	82.040	81.905	81.614
R2	81.825	81.825	81.594
R1	81.690	81.690	81.575	81.758
PP	81.610	81.610	81.610	81.644
S1	81.475	81.475	81.535	81.543
S2	81.395	81.395	81.516
S3	81.180	81.260	81.496
S4	80.965	81.045	81.437

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.895	82.634	81.707
R3	82.435	82.174	81.581
R2	81.975	81.975	81.538
R1	81.714	81.714	81.496	81.845
PP	81.515	81.515	81.515	81.580
S1	81.254	81.254	81.412	81.385
S2	81.055	81.055	81.370
S3	80.595	80.794	81.328
S4	80.135	80.334	81.201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.775	81.315	0.460	0.6%	0.247	0.3%	52%	False	False	21,366
10	81.775	81.265	0.510	0.6%	0.258	0.3%	57%	False	False	23,069
20	81.775	80.420	1.355	1.7%	0.229	0.3%	84%	False	False	20,393
40	81.775	79.770	2.005	2.5%	0.245	0.3%	89%	False	False	18,693
60	81.775	79.770	2.005	2.5%	0.253	0.3%	89%	False	False	14,394
80	81.775	79.055	2.720	3.3%	0.252	0.3%	92%	False	False	10,863
100	81.775	79.055	2.720	3.3%	0.246	0.3%	92%	False	False	8,704
120	81.775	79.055	2.720	3.3%	0.237	0.3%	92%	False	False	7,257

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.659
2.618	82.308
1.618	82.093
1.000	81.960
0.618	81.878
HIGH	81.745
0.618	81.663
0.500	81.638
0.382	81.612
LOW	81.530
0.618	81.397
1.000	81.315
1.618	81.182
2.618	80.967
4.250	80.616

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	81.638	81.547
PP	81.610	81.538
S1	81.583	81.530

Download as Excel Spreadsheet

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

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