ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 30-Sep-2014

Day Change Summary
	Previous	Current
	29-Sep-2014	30-Sep-2014	Change	Change %	Previous Week
Open	85.810	85.740	-0.070	-0.1%	84.930
High	85.930	86.335	0.405	0.5%	85.825
Low	85.590	85.620	0.030	0.0%	84.460
Close	85.716	86.047	0.331	0.4%	85.767
Range	0.340	0.715	0.375	110.3%	1.365
ATR	0.424	0.445	0.021	4.9%	0.000
Volume	21,877	35,415	13,538	61.9%	137,217

Daily Pivots for day following 30-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	88.146	87.811	86.440
R3	87.431	87.096	86.244
R2	86.716	86.716	86.178
R1	86.381	86.381	86.113	86.549
PP	86.001	86.001	86.001	86.084
S1	85.666	85.666	85.981	85.834
S2	85.286	85.286	85.916
S3	84.571	84.951	85.850
S4	83.856	84.236	85.654

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	86.335	84.705	1.630	1.9%	0.522	0.6%	82%	True	False	30,311
10	86.335	84.075	2.260	2.6%	0.530	0.6%	87%	True	False	33,049
20	86.335	82.970	3.365	3.9%	0.486	0.6%	91%	True	False	28,225
40	86.335	81.445	4.890	5.7%	0.377	0.4%	94%	True	False	14,393
60	86.335	80.110	6.225	7.2%	0.314	0.4%	95%	True	False	9,659
80	86.335	79.885	6.450	7.5%	0.285	0.3%	96%	True	False	7,271
100	86.335	79.885	6.450	7.5%	0.259	0.3%	96%	True	False	5,819
120	86.335	79.240	7.095	8.2%	0.236	0.3%	96%	True	False	4,852

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.073
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	89.374
2.618	88.207
1.618	87.492
1.000	87.050
0.618	86.777
HIGH	86.335
0.618	86.062
0.500	85.978
0.382	85.893
LOW	85.620
0.618	85.178
1.000	84.905
1.618	84.463
2.618	83.748
4.250	82.581

Fisher Pivots for day following 30-Sep-2014
Pivot	1 day	3 day
R1	86.024	85.960
PP	86.001	85.872
S1	85.978	85.785

Download as Excel Spreadsheet

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

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