ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	84.320	84.375	0.055	0.1%	83.980
High	84.545	84.495	-0.050	-0.1%	84.650
Low	84.260	84.005	-0.255	-0.3%	83.935
Close	84.398	84.231	-0.167	-0.2%	84.381
Range	0.285	0.490	0.205	71.9%	0.715
ATR	0.344	0.355	0.010	3.0%	0.000
Volume	17,219	35,275	18,056	104.9%	165,703

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.714	85.462	84.501
R3	85.224	84.972	84.366
R2	84.734	84.734	84.321
R1	84.482	84.482	84.276	84.363
PP	84.244	84.244	84.244	84.184
S1	83.992	83.992	84.186	83.873
S2	83.754	83.754	84.141
S3	83.264	83.502	84.096
S4	82.774	83.012	83.962

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	86.467	86.139	84.774
R3	85.752	85.424	84.578
R2	85.037	85.037	84.512
R1	84.709	84.709	84.447	84.873
PP	84.322	84.322	84.322	84.404
S1	83.994	83.994	84.315	84.158
S2	83.607	83.607	84.250
S3	82.892	83.279	84.184
S4	82.177	82.564	83.988

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.580	84.005	0.575	0.7%	0.355	0.4%	39%	False	True	35,989
10	84.650	82.970	1.680	2.0%	0.442	0.5%	75%	False	False	23,402
20	84.650	81.755	2.895	3.4%	0.368	0.4%	86%	False	False	12,097
40	84.650	80.710	3.940	4.7%	0.297	0.4%	89%	False	False	6,186
60	84.650	79.885	4.765	5.7%	0.259	0.3%	91%	False	False	4,162
80	84.650	79.885	4.765	5.7%	0.240	0.3%	91%	False	False	3,141
100	84.650	79.240	5.410	6.4%	0.224	0.3%	92%	False	False	2,517
120	84.650	79.240	5.410	6.4%	0.208	0.2%	92%	False	False	2,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.083
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	86.578
2.618	85.778
1.618	85.288
1.000	84.985
0.618	84.798
HIGH	84.495
0.618	84.308
0.500	84.250
0.382	84.192
LOW	84.005
0.618	83.702
1.000	83.515
1.618	83.212
2.618	82.722
4.250	81.923

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	84.250	84.288
PP	84.244	84.269
S1	84.237	84.250

Download as Excel Spreadsheet

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

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