ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	83.935	83.885	-0.050	-0.1%	82.780
High	83.965	84.380	0.415	0.5%	83.965
Low	83.585	83.820	0.235	0.3%	82.780
Close	83.757	84.241	0.484	0.6%	83.757
Range	0.380	0.560	0.180	47.4%	1.185
ATR	0.336	0.357	0.020	6.1%	0.000
Volume	39,221	43,300	4,079	10.4%	119,694

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.827	85.594	84.549
R3	85.267	85.034	84.395
R2	84.707	84.707	84.344
R1	84.474	84.474	84.292	84.591
PP	84.147	84.147	84.147	84.205
S1	83.914	83.914	84.190	84.031
S2	83.587	83.587	84.138
S3	83.027	83.354	84.087
S4	82.467	82.794	83.933

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.056	86.591	84.409
R3	85.871	85.406	84.083
R2	84.686	84.686	83.974
R1	84.221	84.221	83.866	84.454
PP	83.501	83.501	83.501	83.617
S1	83.036	83.036	83.648	83.269
S2	82.316	82.316	83.540
S3	81.131	81.851	83.431
S4	79.946	80.666	83.105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.380	82.780	1.600	1.9%	0.493	0.6%	91%	True	False	32,598
10	84.380	82.340	2.040	2.4%	0.388	0.5%	93%	True	False	25,052
20	84.380	81.415	2.965	3.5%	0.333	0.4%	95%	True	False	22,210
40	84.380	80.120	4.260	5.1%	0.285	0.3%	97%	True	False	21,578
60	84.380	79.770	4.610	5.5%	0.279	0.3%	97%	True	False	20,131
80	84.380	79.770	4.610	5.5%	0.276	0.3%	97%	True	False	16,070
100	84.380	79.055	5.325	6.3%	0.269	0.3%	97%	True	False	12,900
120	84.380	79.055	5.325	6.3%	0.266	0.3%	97%	True	False	10,759

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.061
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.760
2.618	85.846
1.618	85.286
1.000	84.940
0.618	84.726
HIGH	84.380
0.618	84.166
0.500	84.100
0.382	84.034
LOW	83.820
0.618	83.474
1.000	83.260
1.618	82.914
2.618	82.354
4.250	81.440

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	84.194	84.035
PP	84.147	83.829
S1	84.100	83.623

Download as Excel Spreadsheet

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

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