ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	82.745	82.790	0.045	0.1%	81.500
High	82.830	82.855	0.025	0.0%	82.615
Low	82.595	82.535	-0.060	-0.1%	81.500
Close	82.782	82.557	-0.225	-0.3%	82.475
Range	0.235	0.320	0.085	36.2%	1.115
ATR	0.255	0.260	0.005	1.8%	0.000
Volume	774	598	-176	-22.7%	2,046

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.609	83.403	82.733
R3	83.289	83.083	82.645
R2	82.969	82.969	82.616
R1	82.763	82.763	82.586	82.706
PP	82.649	82.649	82.649	82.621
S1	82.443	82.443	82.528	82.386
S2	82.329	82.329	82.498
S3	82.009	82.123	82.469
S4	81.689	81.803	82.381

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	82.855	82.230	0.625	0.8%	0.272	0.3%	52%	True	False	561
10	82.855	81.500	1.355	1.6%	0.282	0.3%	78%	True	False	459
20	82.855	81.355	1.500	1.8%	0.257	0.3%	80%	True	False	412
40	82.855	80.105	2.750	3.3%	0.223	0.3%	89%	True	False	272
60	82.855	79.885	2.970	3.6%	0.221	0.3%	90%	True	False	215
80	82.855	79.240	3.615	4.4%	0.201	0.2%	92%	True	False	165
100	82.855	79.240	3.615	4.4%	0.189	0.2%	92%	True	False	135
120	82.855	79.240	3.615	4.4%	0.181	0.2%	92%	True	False	116

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.052
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.215
2.618	83.693
1.618	83.373
1.000	83.175
0.618	83.053
HIGH	82.855
0.618	82.733
0.500	82.695
0.382	82.657
LOW	82.535
0.618	82.337
1.000	82.215
1.618	82.017
2.618	81.697
4.250	81.175

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	82.695	82.695
PP	82.649	82.649
S1	82.603	82.603

Download as Excel Spreadsheet

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

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