ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	88.175	87.630	-0.545	-0.6%	87.130
High	88.315	87.930	-0.385	-0.4%	88.315
Low	87.545	87.210	-0.335	-0.4%	86.975
Close	87.726	87.911	0.185	0.2%	87.726
Range	0.770	0.720	-0.050	-6.5%	1.340
ATR	0.648	0.653	0.005	0.8%	0.000
Volume	65,234	35,395	-29,839	-45.7%	228,071

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	89.844	89.597	88.307
R3	89.124	88.877	88.109
R2	88.404	88.404	88.043
R1	88.157	88.157	87.977	88.281
PP	87.684	87.684	87.684	87.745
S1	87.437	87.437	87.845	87.561
S2	86.964	86.964	87.779
S3	86.244	86.717	87.713
S4	85.524	85.997	87.515

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.692	91.049	88.463
R3	90.352	89.709	88.095
R2	89.012	89.012	87.972
R1	88.369	88.369	87.849	88.691
PP	87.672	87.672	87.672	87.833
S1	87.029	87.029	87.603	87.351
S2	86.332	86.332	87.480
S3	84.992	85.689	87.358
S4	83.652	84.349	86.989

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.315	86.975	1.340	1.5%	0.722	0.8%	70%	False	False	44,679
10	88.315	85.245	3.070	3.5%	0.690	0.8%	87%	False	False	42,736
20	88.315	84.525	3.790	4.3%	0.653	0.7%	89%	False	False	40,596
40	88.315	84.005	4.310	4.9%	0.635	0.7%	91%	False	False	39,190
60	88.315	81.500	6.815	7.8%	0.542	0.6%	94%	False	False	29,579
80	88.315	80.615	7.700	8.8%	0.461	0.5%	95%	False	False	22,252
100	88.315	79.885	8.430	9.6%	0.405	0.5%	95%	False	False	17,821
120	88.315	79.885	8.430	9.6%	0.369	0.4%	95%	False	False	14,863

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	0.124
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.990
2.618	89.815
1.618	89.095
1.000	88.650
0.618	88.375
HIGH	87.930
0.618	87.655
0.500	87.570
0.382	87.485
LOW	87.210
0.618	86.765
1.000	86.490
1.618	86.045
2.618	85.325
4.250	84.150

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	87.797	87.862
PP	87.684	87.812
S1	87.570	87.763

Download as Excel Spreadsheet

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

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