ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 14-Oct-2014

Day Change Summary
	Previous	Current
	13-Oct-2014	14-Oct-2014	Change	Change %	Previous Week
Open	85.900	85.420	-0.480	-0.6%	86.800
High	85.935	86.005	0.070	0.1%	86.845
Low	85.205	85.385	0.180	0.2%	85.015
Close	85.727	85.941	0.214	0.2%	86.031
Range	0.730	0.620	-0.110	-15.1%	1.830
ATR	0.594	0.596	0.002	0.3%	0.000
Volume	21,542	29,920	8,378	38.9%	220,779

Daily Pivots for day following 14-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.637	87.409	86.282
R3	87.017	86.789	86.112
R2	86.397	86.397	86.055
R1	86.169	86.169	85.998	86.283
PP	85.777	85.777	85.777	85.834
S1	85.549	85.549	85.884	85.663
S2	85.157	85.157	85.827
S3	84.537	84.929	85.771
S4	83.917	84.309	85.600

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.454	90.572	87.038
R3	89.624	88.742	86.534
R2	87.794	87.794	86.367
R1	86.912	86.912	86.199	86.438
PP	85.964	85.964	85.964	85.727
S1	85.082	85.082	85.863	84.608
S2	84.134	84.134	85.696
S3	82.304	83.252	85.528
S4	80.474	81.422	85.025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.105	85.015	1.090	1.3%	0.690	0.8%	85%	False	False	37,221
10	86.870	85.015	1.855	2.2%	0.718	0.8%	50%	False	False	41,984
20	86.870	84.075	2.795	3.3%	0.624	0.7%	67%	False	False	37,517
40	86.870	81.755	5.115	6.0%	0.496	0.6%	82%	False	False	24,807
60	86.870	80.710	6.160	7.2%	0.406	0.5%	85%	False	False	16,630
80	86.870	79.885	6.985	8.1%	0.350	0.4%	87%	False	False	12,501
100	86.870	79.885	6.985	8.1%	0.317	0.4%	87%	False	False	10,016
120	86.870	79.240	7.630	8.9%	0.290	0.3%	88%	False	False	8,350

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.139
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.640
2.618	87.628
1.618	87.008
1.000	86.625
0.618	86.388
HIGH	86.005
0.618	85.768
0.500	85.695
0.382	85.622
LOW	85.385
0.618	85.002
1.000	84.765
1.618	84.382
2.618	83.762
4.250	82.750

Fisher Pivots for day following 14-Oct-2014
Pivot	1 day	3 day
R1	85.859	85.846
PP	85.777	85.750
S1	85.695	85.655

Download as Excel Spreadsheet

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

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