ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	87.365	87.105	-0.260	-0.3%	85.800
High	87.385	87.720	0.335	0.4%	87.245
Low	86.975	87.050	0.075	0.1%	85.245
Close	87.092	87.567	0.475	0.5%	87.016
Range	0.410	0.670	0.260	63.4%	2.000
ATR	0.603	0.607	0.005	0.8%	0.000
Volume	32,505	35,204	2,699	8.3%	186,137

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	89.456	89.181	87.936
R3	88.786	88.511	87.751
R2	88.116	88.116	87.690
R1	87.841	87.841	87.628	87.979
PP	87.446	87.446	87.446	87.514
S1	87.171	87.171	87.506	87.309
S2	86.776	86.776	87.444
S3	86.106	86.501	87.383
S4	85.436	85.831	87.199

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	92.502	91.759	88.116
R3	90.502	89.759	87.566
R2	88.502	88.502	87.383
R1	87.759	87.759	87.199	88.131
PP	86.502	86.502	86.502	86.688
S1	85.759	85.759	86.833	86.131
S2	84.502	84.502	86.649
S3	82.502	83.759	86.466
S4	80.502	81.759	85.916

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.720	86.075	1.645	1.9%	0.604	0.7%	91%	True	False	41,552
10	87.720	85.245	2.475	2.8%	0.539	0.6%	94%	True	False	33,918
20	87.720	84.525	3.195	3.6%	0.631	0.7%	95%	True	False	38,071
40	87.720	84.005	3.715	4.2%	0.594	0.7%	96%	True	False	38,078
60	87.720	81.500	6.220	7.1%	0.513	0.6%	98%	True	False	26,998
80	87.720	80.540	7.180	8.2%	0.435	0.5%	98%	True	False	20,310
100	87.720	79.885	7.835	8.9%	0.389	0.4%	98%	True	False	16,267
120	87.720	79.885	7.835	8.9%	0.352	0.4%	98%	True	False	13,566

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	0.065
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.568
2.618	89.474
1.618	88.804
1.000	88.390
0.618	88.134
HIGH	87.720
0.618	87.464
0.500	87.385
0.382	87.306
LOW	87.050
0.618	86.636
1.000	86.380
1.618	85.966
2.618	85.296
4.250	84.203

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	87.506	87.494
PP	87.446	87.421
S1	87.385	87.348

Download as Excel Spreadsheet

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

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