ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	85.200	85.275	0.075	0.1%	84.930
High	85.615	85.825	0.210	0.2%	85.825
Low	85.165	85.235	0.070	0.1%	84.460
Close	85.303	85.767	0.464	0.5%	85.767
Range	0.450	0.590	0.140	31.1%	1.365
ATR	0.418	0.430	0.012	2.9%	0.000
Volume	39,060	24,321	-14,739	-37.7%	137,217

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.379	87.163	86.092
R3	86.789	86.573	85.929
R2	86.199	86.199	85.875
R1	85.983	85.983	85.821	86.091
PP	85.609	85.609	85.609	85.663
S1	85.393	85.393	85.713	85.501
S2	85.019	85.019	85.659
S3	84.429	84.803	85.605
S4	83.839	84.213	85.443

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	89.446	88.971	86.518
R3	88.081	87.606	86.142
R2	86.716	86.716	86.017
R1	86.241	86.241	85.892	86.479
PP	85.351	85.351	85.351	85.469
S1	84.876	84.876	85.642	85.114
S2	83.986	83.986	85.517
S3	82.621	83.511	85.392
S4	81.256	82.146	85.016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.825	84.460	1.365	1.6%	0.460	0.5%	96%	True	False	27,443
10	85.825	84.005	1.820	2.1%	0.502	0.6%	97%	True	False	32,569
20	85.825	82.555	3.270	3.8%	0.464	0.5%	98%	True	False	25,505
40	85.825	81.355	4.470	5.2%	0.362	0.4%	99%	True	False	12,980
60	85.825	80.110	5.715	6.7%	0.300	0.3%	99%	True	False	8,705
80	85.825	79.885	5.940	6.9%	0.278	0.3%	99%	True	False	6,555
100	85.825	79.240	6.585	7.7%	0.256	0.3%	99%	True	False	5,247
120	85.825	79.240	6.585	7.7%	0.232	0.3%	99%	True	False	4,375

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	0.067
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	88.333
2.618	87.370
1.618	86.780
1.000	86.415
0.618	86.190
HIGH	85.825
0.618	85.600
0.500	85.530
0.382	85.460
LOW	85.235
0.618	84.870
1.000	84.645
1.618	84.280
2.618	83.690
4.250	82.728

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	85.688	85.600
PP	85.609	85.432
S1	85.530	85.265

Download as Excel Spreadsheet

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

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