ICE US Dollar Index Future December 2014

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

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	81.590	81.675	0.085	0.1%	81.505
High	81.620	81.835	0.215	0.3%	81.880
Low	81.580	81.670	0.090	0.1%	81.445
Close	81.630	81.655	0.025	0.0%	81.552
Range	0.040	0.165	0.125	312.5%	0.435
ATR	0.214	0.213	-0.001	-0.3%	0.000
Volume	479	45	-434	-90.6%	1,946

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.215	82.100	81.746
R3	82.050	81.935	81.700
R2	81.885	81.885	81.685
R1	81.770	81.770	81.670	81.745
PP	81.720	81.720	81.720	81.708
S1	81.605	81.605	81.640	81.580
S2	81.555	81.555	81.625
S3	81.390	81.440	81.610
S4	81.225	81.275	81.564

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.931	82.676	81.791
R3	82.496	82.241	81.672
R2	82.061	82.061	81.632
R1	81.806	81.806	81.592	81.934
PP	81.626	81.626	81.626	81.689
S1	81.371	81.371	81.512	81.499
S2	81.191	81.191	81.472
S3	80.756	80.936	81.432
S4	80.321	80.501	81.313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.880	81.445	0.435	0.5%	0.214	0.3%	48%	False	False	379
10	81.880	81.355	0.525	0.6%	0.241	0.3%	57%	False	False	362
20	81.880	80.540	1.340	1.6%	0.202	0.2%	83%	False	False	245
40	81.880	79.885	1.995	2.4%	0.202	0.2%	89%	False	False	171
60	81.880	79.885	1.995	2.4%	0.190	0.2%	89%	False	False	134
80	81.880	79.240	2.640	3.2%	0.180	0.2%	91%	False	False	106
100	81.880	79.240	2.640	3.2%	0.174	0.2%	91%	False	False	88
120	81.880	79.240	2.640	3.2%	0.169	0.2%	91%	False	False	78

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	0.039
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.536
2.618	82.267
1.618	82.102
1.000	82.000
0.618	81.937
HIGH	81.835
0.618	81.772
0.500	81.753
0.382	81.733
LOW	81.670
0.618	81.568
1.000	81.505
1.618	81.403
2.618	81.238
4.250	80.969

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	81.753	81.650
PP	81.720	81.645
S1	81.688	81.640

Download as Excel Spreadsheet

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

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