ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 11-Dec-2014

Day Change Summary
	Previous	Current
	10-Dec-2014	11-Dec-2014	Change	Change %	Previous Week
Open	88.685	87.970	-0.715	-0.8%	88.370
High	88.820	88.795	-0.025	0.0%	89.495
Low	88.195	87.935	-0.260	-0.3%	87.805
Close	88.287	88.682	0.395	0.4%	89.360
Range	0.625	0.860	0.235	37.6%	1.690
ATR	0.690	0.702	0.012	1.8%	0.000
Volume	57,047	45,949	-11,098	-19.5%	224,721

Daily Pivots for day following 11-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.051	90.726	89.155
R3	90.191	89.866	88.919
R2	89.331	89.331	88.840
R1	89.006	89.006	88.761	89.169
PP	88.471	88.471	88.471	88.552
S1	88.146	88.146	88.603	88.309
S2	87.611	87.611	88.524
S3	86.751	87.286	88.446
S4	85.891	86.426	88.209

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.957	93.348	90.290
R3	92.267	91.658	89.825
R2	90.577	90.577	89.670
R1	89.968	89.968	89.515	90.273
PP	88.887	88.887	88.887	89.039
S1	88.278	88.278	89.205	88.583
S2	87.197	87.197	89.050
S3	85.507	86.588	88.895
S4	83.817	84.898	88.431

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.565	87.935	1.630	1.8%	0.822	0.9%	46%	False	True	50,987
10	89.565	87.805	1.760	2.0%	0.741	0.8%	50%	False	False	46,374
20	89.565	87.230	2.335	2.6%	0.659	0.7%	62%	False	False	41,218
40	89.565	84.795	4.770	5.4%	0.631	0.7%	81%	False	False	38,731
60	89.565	84.335	5.230	5.9%	0.642	0.7%	83%	False	False	39,156
80	89.565	82.035	7.530	8.5%	0.580	0.7%	88%	False	False	33,222
100	89.565	80.905	8.660	9.8%	0.509	0.6%	90%	False	False	26,634
120	89.565	79.885	9.680	10.9%	0.456	0.5%	91%	False	False	22,214

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	0.097
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.450
2.618	91.046
1.618	90.186
1.000	89.655
0.618	89.326
HIGH	88.795
0.618	88.466
0.500	88.365
0.382	88.264
LOW	87.935
0.618	87.404
1.000	87.075
1.618	86.544
2.618	85.684
4.250	84.280

Fisher Pivots for day following 11-Dec-2014
Pivot	1 day	3 day
R1	88.576	88.657
PP	88.471	88.632
S1	88.365	88.608

Download as Excel Spreadsheet

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

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