ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	84.370	84.930	0.560	0.7%	84.320
High	84.935	84.975	0.040	0.0%	84.935
Low	84.335	84.645	0.310	0.4%	84.005
Close	84.865	84.863	-0.002	0.0%	84.865
Range	0.600	0.330	-0.270	-45.0%	0.930
ATR	0.412	0.407	-0.006	-1.4%	0.000
Volume	37,092	18,199	-18,893	-50.9%	188,478

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.818	85.670	85.045
R3	85.488	85.340	84.954
R2	85.158	85.158	84.924
R1	85.010	85.010	84.893	84.919
PP	84.828	84.828	84.828	84.782
S1	84.680	84.680	84.833	84.589
S2	84.498	84.498	84.803
S3	84.168	84.350	84.772
S4	83.838	84.020	84.682

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	84.975	84.005	0.970	1.1%	0.553	0.7%	88%	True	False	37,891
10	84.975	84.005	0.970	1.1%	0.452	0.5%	88%	True	False	35,517
20	84.975	82.450	2.525	3.0%	0.416	0.5%	96%	True	False	19,726
40	84.975	81.175	3.800	4.5%	0.334	0.4%	97%	True	False	10,030
60	84.975	79.885	5.090	6.0%	0.285	0.3%	98%	True	False	6,727
80	84.975	79.885	5.090	6.0%	0.264	0.3%	98%	True	False	5,068
100	84.975	79.240	5.735	6.8%	0.240	0.3%	98%	True	False	4,057
120	84.975	79.240	5.735	6.8%	0.226	0.3%	98%	True	False	3,384

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.095
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	86.378
2.618	85.839
1.618	85.509
1.000	85.305
0.618	85.179
HIGH	84.975
0.618	84.849
0.500	84.810
0.382	84.771
LOW	84.645
0.618	84.441
1.000	84.315
1.618	84.111
2.618	83.781
4.250	83.243

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	84.845	84.794
PP	84.828	84.724
S1	84.810	84.655

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

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