ICE US Dollar Index Future September 2014

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

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	84.255	84.295	0.040	0.0%	83.885
High	84.355	84.425	0.070	0.1%	84.525
Low	84.080	84.090	0.010	0.0%	83.820
Close	84.304	84.240	-0.064	-0.1%	84.240
Range	0.275	0.335	0.060	21.8%	0.705
ATR	0.359	0.357	-0.002	-0.5%	0.000
Volume	33,302	16,342	-16,960	-50.9%	194,459

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.257	85.083	84.424
R3	84.922	84.748	84.332
R2	84.587	84.587	84.301
R1	84.413	84.413	84.271	84.333
PP	84.252	84.252	84.252	84.211
S1	84.078	84.078	84.209	83.998
S2	83.917	83.917	84.179
S3	83.582	83.743	84.148
S4	83.247	83.408	84.056

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	86.310	85.980	84.628
R3	85.605	85.275	84.434
R2	84.900	84.900	84.369
R1	84.570	84.570	84.305	84.735
PP	84.195	84.195	84.195	84.278
S1	83.865	83.865	84.175	84.030
S2	83.490	83.490	84.111
S3	82.785	83.160	84.046
S4	82.080	82.455	83.852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.525	83.820	0.705	0.8%	0.403	0.5%	60%	False	False	38,891
10	84.525	82.445	2.080	2.5%	0.427	0.5%	86%	False	False	33,397
20	84.525	81.420	3.105	3.7%	0.359	0.4%	91%	False	False	26,581
40	84.525	80.490	4.035	4.8%	0.301	0.4%	93%	False	False	23,746
60	84.525	79.770	4.755	5.6%	0.280	0.3%	94%	False	False	21,473
80	84.525	79.770	4.755	5.6%	0.284	0.3%	94%	False	False	17,937
100	84.525	79.055	5.470	6.5%	0.276	0.3%	95%	False	False	14,406
120	84.525	79.055	5.470	6.5%	0.267	0.3%	95%	False	False	12,017

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	0.070
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.849
2.618	85.302
1.618	84.967
1.000	84.760
0.618	84.632
HIGH	84.425
0.618	84.297
0.500	84.258
0.382	84.218
LOW	84.090
0.618	83.883
1.000	83.755
1.618	83.548
2.618	83.213
4.250	82.666

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	84.258	84.250
PP	84.252	84.247
S1	84.246	84.243

Download as Excel Spreadsheet

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

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