ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	82.640	82.690	0.050	0.1%	81.500
High	82.735	82.755	0.020	0.0%	82.510
Low	82.480	82.425	-0.055	-0.1%	81.430
Close	82.679	82.449	-0.230	-0.3%	82.377
Range	0.255	0.330	0.075	29.4%	1.080
ATR	0.275	0.279	0.004	1.4%	0.000
Volume	16,424	19,537	3,113	19.0%	107,117

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.533	83.321	82.631
R3	83.203	82.991	82.540
R2	82.873	82.873	82.510
R1	82.661	82.661	82.479	82.602
PP	82.543	82.543	82.543	82.514
S1	82.331	82.331	82.419	82.272
S2	82.213	82.213	82.389
S3	81.883	82.001	82.358
S4	81.553	81.671	82.268

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	82.755	82.125	0.630	0.8%	0.286	0.3%	51%	True	False	19,396
10	82.755	81.420	1.335	1.6%	0.294	0.4%	77%	True	False	19,674
20	82.755	81.265	1.490	1.8%	0.274	0.3%	79%	True	False	20,943
40	82.755	79.835	2.920	3.5%	0.253	0.3%	90%	True	False	19,046
60	82.755	79.770	2.985	3.6%	0.267	0.3%	90%	True	False	17,948
80	82.755	79.055	3.700	4.5%	0.266	0.3%	92%	True	False	13,575
100	82.755	79.055	3.700	4.5%	0.258	0.3%	92%	True	False	10,881
120	82.755	79.055	3.700	4.5%	0.250	0.3%	92%	True	False	9,073

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.068
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.158
2.618	83.619
1.618	83.289
1.000	83.085
0.618	82.959
HIGH	82.755
0.618	82.629
0.500	82.590
0.382	82.551
LOW	82.425
0.618	82.221
1.000	82.095
1.618	81.891
2.618	81.561
4.250	81.023

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	82.590	82.590
PP	82.543	82.543
S1	82.496	82.496

Download as Excel Spreadsheet

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

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