ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	82.490	82.495	0.005	0.0%	82.620
High	82.625	82.790	0.165	0.2%	82.790
Low	82.340	82.445	0.105	0.1%	82.340
Close	82.516	82.783	0.267	0.3%	82.783
Range	0.285	0.345	0.060	21.1%	0.450
ATR	0.280	0.284	0.005	1.7%	0.000
Volume	19,799	19,818	19	0.1%	87,534

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.708	83.590	82.973
R3	83.363	83.245	82.878
R2	83.018	83.018	82.846
R1	82.900	82.900	82.815	82.959
PP	82.673	82.673	82.673	82.702
S1	82.555	82.555	82.751	82.614
S2	82.328	82.328	82.720
S3	81.983	82.210	82.688
S4	81.638	81.865	82.593

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.988	83.835	83.031
R3	83.538	83.385	82.907
R2	83.088	83.088	82.866
R1	82.935	82.935	82.824	83.012
PP	82.638	82.638	82.638	82.676
S1	82.485	82.485	82.742	82.562
S2	82.188	82.188	82.701
S3	81.738	82.035	82.659
S4	81.288	81.585	82.536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.790	82.340	0.450	0.5%	0.283	0.3%	98%	True	False	17,506
10	82.790	81.430	1.360	1.6%	0.301	0.4%	99%	True	False	19,465
20	82.790	81.315	1.475	1.8%	0.278	0.3%	100%	True	False	20,025
40	82.790	80.020	2.770	3.3%	0.248	0.3%	100%	True	False	19,073
60	82.790	79.770	3.020	3.6%	0.263	0.3%	100%	True	False	18,520
80	82.790	79.055	3.735	4.5%	0.266	0.3%	100%	True	False	14,062
100	82.790	79.055	3.735	4.5%	0.257	0.3%	100%	True	False	11,275
120	82.790	79.055	3.735	4.5%	0.254	0.3%	100%	True	False	9,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.075
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.256
2.618	83.693
1.618	83.348
1.000	83.135
0.618	83.003
HIGH	82.790
0.618	82.658
0.500	82.618
0.382	82.577
LOW	82.445
0.618	82.232
1.000	82.100
1.618	81.887
2.618	81.542
4.250	80.979

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	82.728	82.710
PP	82.673	82.638
S1	82.618	82.565

Download as Excel Spreadsheet

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

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