ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	82.620	82.640	0.020	0.0%	81.500
High	82.690	82.735	0.045	0.1%	82.510
Low	82.490	82.480	-0.010	0.0%	81.430
Close	82.593	82.679	0.086	0.1%	82.377
Range	0.200	0.255	0.055	27.5%	1.080
ATR	0.277	0.275	-0.002	-0.6%	0.000
Volume	11,956	16,424	4,468	37.4%	107,117

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.396	83.293	82.819
R3	83.141	83.038	82.749
R2	82.886	82.886	82.726
R1	82.783	82.783	82.702	82.835
PP	82.631	82.631	82.631	82.657
S1	82.528	82.528	82.656	82.580
S2	82.376	82.376	82.632
S3	82.121	82.273	82.609
S4	81.866	82.018	82.539

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.346	84.941	82.971
R3	84.266	83.861	82.674
R2	83.186	83.186	82.575
R1	82.781	82.781	82.476	82.984
PP	82.106	82.106	82.106	82.207
S1	81.701	81.701	82.278	81.904
S2	81.026	81.026	82.179
S3	79.946	80.621	82.080
S4	78.866	79.541	81.783

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.735	81.930	0.805	1.0%	0.300	0.4%	93%	True	False	19,926
10	82.735	81.415	1.320	1.6%	0.293	0.4%	96%	True	False	19,844
20	82.735	81.265	1.470	1.8%	0.276	0.3%	96%	True	False	21,456
40	82.735	79.770	2.965	3.6%	0.248	0.3%	98%	True	False	19,018
60	82.735	79.770	2.965	3.6%	0.265	0.3%	98%	True	False	17,637
80	82.735	79.055	3.680	4.5%	0.263	0.3%	98%	True	False	13,332
100	82.735	79.055	3.680	4.5%	0.257	0.3%	98%	True	False	10,686
120	82.735	79.055	3.680	4.5%	0.249	0.3%	98%	True	False	8,910

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.078
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.819
2.618	83.403
1.618	83.148
1.000	82.990
0.618	82.893
HIGH	82.735
0.618	82.638
0.500	82.608
0.382	82.577
LOW	82.480
0.618	82.322
1.000	82.225
1.618	82.067
2.618	81.812
4.250	81.396

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	82.655	82.596
PP	82.631	82.513
S1	82.608	82.430

Download as Excel Spreadsheet

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

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