ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	82.640	82.745	0.105	0.1%	81.500
High	82.775	82.830	0.055	0.1%	82.615
Low	82.600	82.595	-0.005	0.0%	81.500
Close	82.701	82.782	0.081	0.1%	82.475
Range	0.175	0.235	0.060	34.3%	1.115
ATR	0.257	0.255	-0.002	-0.6%	0.000
Volume	641	774	133	20.7%	2,046

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.441	83.346	82.911
R3	83.206	83.111	82.847
R2	82.971	82.971	82.825
R1	82.876	82.876	82.804	82.924
PP	82.736	82.736	82.736	82.759
S1	82.641	82.641	82.760	82.689
S2	82.501	82.501	82.739
S3	82.266	82.406	82.717
S4	82.031	82.171	82.653

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.542	85.123	83.088
R3	84.427	84.008	82.782
R2	83.312	83.312	82.679
R1	82.893	82.893	82.577	83.103
PP	82.197	82.197	82.197	82.301
S1	81.778	81.778	82.373	81.988
S2	81.082	81.082	82.271
S3	79.967	80.663	82.168
S4	78.852	79.548	81.862

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.830	82.035	0.795	1.0%	0.286	0.3%	94%	True	False	577
10	82.830	81.500	1.330	1.6%	0.277	0.3%	96%	True	False	430
20	82.830	81.355	1.475	1.8%	0.259	0.3%	97%	True	False	396
40	82.830	79.950	2.880	3.5%	0.220	0.3%	98%	True	False	261
60	82.830	79.885	2.945	3.6%	0.215	0.3%	98%	True	False	205
80	82.830	79.240	3.590	4.3%	0.201	0.2%	99%	True	False	158
100	82.830	79.240	3.590	4.3%	0.187	0.2%	99%	True	False	129
120	82.830	79.240	3.590	4.3%	0.179	0.2%	99%	True	False	112

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.058
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.829
2.618	83.445
1.618	83.210
1.000	83.065
0.618	82.975
HIGH	82.830
0.618	82.740
0.500	82.713
0.382	82.685
LOW	82.595
0.618	82.450
1.000	82.360
1.618	82.215
2.618	81.980
4.250	81.596

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	82.759	82.698
PP	82.736	82.614
S1	82.713	82.530

Download as Excel Spreadsheet

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

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