ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	84.930	84.805	-0.125	-0.1%	84.320
High	84.975	84.875	-0.100	-0.1%	84.935
Low	84.645	84.460	-0.185	-0.2%	84.005
Close	84.863	84.779	-0.084	-0.1%	84.865
Range	0.330	0.415	0.085	25.8%	0.930
ATR	0.407	0.407	0.001	0.1%	0.000
Volume	18,199	24,751	6,552	36.0%	188,478

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.950	85.779	85.007
R3	85.535	85.364	84.893
R2	85.120	85.120	84.855
R1	84.949	84.949	84.817	84.827
PP	84.705	84.705	84.705	84.644
S1	84.534	84.534	84.741	84.412
S2	84.290	84.290	84.703
S3	83.875	84.119	84.665
S4	83.460	83.704	84.551

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	84.075	0.900	1.1%	0.538	0.6%	78%	False	False	35,786
10	84.975	84.005	0.970	1.1%	0.447	0.5%	80%	False	False	35,888
20	84.975	82.450	2.525	3.0%	0.428	0.5%	92%	False	False	20,931
40	84.975	81.200	3.775	4.5%	0.343	0.4%	95%	False	False	10,645
60	84.975	79.885	5.090	6.0%	0.287	0.3%	96%	False	False	7,139
80	84.975	79.885	5.090	6.0%	0.267	0.3%	96%	False	False	5,377
100	84.975	79.240	5.735	6.8%	0.244	0.3%	97%	False	False	4,305
120	84.975	79.240	5.735	6.8%	0.226	0.3%	97%	False	False	3,590

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.084
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.639
2.618	85.961
1.618	85.546
1.000	85.290
0.618	85.131
HIGH	84.875
0.618	84.716
0.500	84.668
0.382	84.619
LOW	84.460
0.618	84.204
1.000	84.045
1.618	83.789
2.618	83.374
4.250	82.696

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	84.742	84.738
PP	84.705	84.696
S1	84.668	84.655

Download as Excel Spreadsheet

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

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