ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 21-Oct-2014

Day Change Summary
	Previous	Current
	20-Oct-2014	21-Oct-2014	Change	Change %	Previous Week
Open	85.330	85.130	-0.200	-0.2%	85.900
High	85.470	85.460	-0.010	0.0%	86.130
Low	84.990	84.795	-0.195	-0.2%	84.525
Close	85.038	85.404	0.366	0.4%	85.213
Range	0.480	0.665	0.185	38.5%	1.605
ATR	0.645	0.647	0.001	0.2%	0.000
Volume	17,649	32,410	14,761	83.6%	254,301

Daily Pivots for day following 21-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.215	86.974	85.770
R3	86.550	86.309	85.587
R2	85.885	85.885	85.526
R1	85.644	85.644	85.465	85.765
PP	85.220	85.220	85.220	85.280
S1	84.979	84.979	85.343	85.100
S2	84.555	84.555	85.282
S3	83.890	84.314	85.221
S4	83.225	83.649	85.038

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.104	89.264	86.096
R3	88.499	87.659	85.654
R2	86.894	86.894	85.507
R1	86.054	86.054	85.360	85.672
PP	85.289	85.289	85.289	85.098
S1	84.449	84.449	85.066	84.067
S2	83.684	83.684	84.919
S3	82.079	82.844	84.772
S4	80.474	81.239	84.330

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.130	84.525	1.605	1.9%	0.789	0.9%	55%	False	False	50,579
10	86.130	84.525	1.605	1.9%	0.740	0.9%	55%	False	False	43,900
20	86.870	84.525	2.345	2.7%	0.687	0.8%	37%	False	False	41,215
40	86.870	82.450	4.420	5.2%	0.557	0.7%	67%	False	False	31,073
60	86.870	81.200	5.670	6.6%	0.458	0.5%	74%	False	False	20,835
80	86.870	79.885	6.985	8.2%	0.387	0.5%	79%	False	False	15,658
100	86.870	79.885	6.985	8.2%	0.351	0.4%	79%	False	False	12,545
120	86.870	79.240	7.630	8.9%	0.318	0.4%	81%	False	False	10,456

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.174
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.286
2.618	87.201
1.618	86.536
1.000	86.125
0.618	85.871
HIGH	85.460
0.618	85.206
0.500	85.128
0.382	85.049
LOW	84.795
0.618	84.384
1.000	84.130
1.618	83.719
2.618	83.054
4.250	81.969

Fisher Pivots for day following 21-Oct-2014
Pivot	1 day	3 day
R1	85.312	85.314
PP	85.220	85.223
S1	85.128	85.133

Download as Excel Spreadsheet

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

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