ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 02-Oct-2014

Day Change Summary
	Previous	Current
	01-Oct-2014	02-Oct-2014	Change	Change %	Previous Week
Open	86.050	85.965	-0.085	-0.1%	84.930
High	86.295	86.020	-0.275	-0.3%	85.825
Low	85.890	85.545	-0.345	-0.4%	84.460
Close	86.076	85.690	-0.386	-0.4%	85.767
Range	0.405	0.475	0.070	17.3%	1.365
ATR	0.442	0.448	0.006	1.4%	0.000
Volume	38,962	53,062	14,100	36.2%	137,217

Daily Pivots for day following 02-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.177	86.908	85.951
R3	86.702	86.433	85.821
R2	86.227	86.227	85.777
R1	85.958	85.958	85.734	85.855
PP	85.752	85.752	85.752	85.700
S1	85.483	85.483	85.646	85.380
S2	85.277	85.277	85.603
S3	84.802	85.008	85.559
S4	84.327	84.533	85.429

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	85.235	1.100	1.3%	0.505	0.6%	41%	False	False	34,727
10	86.335	84.335	2.000	2.3%	0.484	0.6%	68%	False	False	32,362
20	86.335	83.705	2.630	3.1%	0.468	0.5%	75%	False	False	32,427
40	86.335	81.445	4.890	5.7%	0.384	0.4%	87%	False	False	16,682
60	86.335	80.110	6.225	7.3%	0.323	0.4%	90%	False	False	11,192
80	86.335	79.885	6.450	7.5%	0.294	0.3%	90%	False	False	8,410
100	86.335	79.885	6.450	7.5%	0.265	0.3%	90%	False	False	6,739
120	86.335	79.240	7.095	8.3%	0.242	0.3%	91%	False	False	5,619

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	0.075
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.039
2.618	87.264
1.618	86.789
1.000	86.495
0.618	86.314
HIGH	86.020
0.618	85.839
0.500	85.783
0.382	85.726
LOW	85.545
0.618	85.251
1.000	85.070
1.618	84.776
2.618	84.301
4.250	83.526

Fisher Pivots for day following 02-Oct-2014
Pivot	1 day	3 day
R1	85.783	85.940
PP	85.752	85.857
S1	85.721	85.773

Download as Excel Spreadsheet

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

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