ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	84.865	84.370	-0.495	-0.6%	84.320
High	84.900	84.935	0.035	0.0%	84.935
Low	84.340	84.335	-0.005	0.0%	84.005
Close	84.430	84.865	0.435	0.5%	84.865
Range	0.560	0.600	0.040	7.1%	0.930
ATR	0.398	0.412	0.014	3.6%	0.000
Volume	32,280	37,092	4,812	14.9%	188,478

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	86.512	86.288	85.195
R3	85.912	85.688	85.030
R2	85.312	85.312	84.975
R1	85.088	85.088	84.920	85.200
PP	84.712	84.712	84.712	84.768
S1	84.488	84.488	84.810	84.600
S2	84.112	84.112	84.755
S3	83.512	83.888	84.700
S4	82.912	83.288	84.535

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.392	87.058	85.377
R3	86.462	86.128	85.121
R2	85.532	85.532	85.036
R1	85.198	85.198	84.950	85.365
PP	84.602	84.602	84.602	84.685
S1	84.268	84.268	84.780	84.435
S2	83.672	83.672	84.695
S3	82.742	83.338	84.609
S4	81.812	82.408	84.354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.935	84.005	0.930	1.1%	0.544	0.6%	92%	True	False	37,695
10	84.935	83.935	1.000	1.2%	0.475	0.6%	93%	True	False	35,418
20	84.935	82.230	2.705	3.2%	0.419	0.5%	97%	True	False	18,834
40	84.935	80.995	3.940	4.6%	0.333	0.4%	98%	True	False	9,576
60	84.935	79.885	5.050	6.0%	0.282	0.3%	99%	True	False	6,426
80	84.935	79.885	5.050	6.0%	0.262	0.3%	99%	True	False	4,840
100	84.935	79.240	5.695	6.7%	0.237	0.3%	99%	True	False	3,876
120	84.935	79.240	5.695	6.7%	0.223	0.3%	99%	True	False	3,232

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	0.095
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.485
2.618	86.506
1.618	85.906
1.000	85.535
0.618	85.306
HIGH	84.935
0.618	84.706
0.500	84.635
0.382	84.564
LOW	84.335
0.618	83.964
1.000	83.735
1.618	83.364
2.618	82.764
4.250	81.785

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	84.788	84.745
PP	84.712	84.625
S1	84.635	84.505

Download as Excel Spreadsheet

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

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