ICE US Dollar Index Future March 2015

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	88.900	89.230	0.330	0.4%	88.700
High	89.300	89.435	0.135	0.2%	88.800
Low	88.870	88.440	-0.430	-0.5%	87.760
Close	89.245	88.953	-0.292	-0.3%	88.601
Range	0.430	0.995	0.565	131.4%	1.040
ATR	0.609	0.636	0.028	4.5%	0.000
Volume	8,160	10,628	2,468	30.2%	3,989

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.928	91.435	89.500
R3	90.933	90.440	89.227
R2	89.938	89.938	89.135
R1	89.445	89.445	89.044	89.194
PP	88.943	88.943	88.943	88.817
S1	88.450	88.450	88.862	88.199
S2	87.948	87.948	88.771
S3	86.953	87.455	88.679
S4	85.958	86.460	88.406

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.507	91.094	89.173
R3	90.467	90.054	88.887
R2	89.427	89.427	88.792
R1	89.014	89.014	88.696	88.701
PP	88.387	88.387	88.387	88.230
S1	87.974	87.974	88.506	87.661
S2	87.347	87.347	88.410
S3	86.307	86.934	88.315
S4	85.267	85.894	88.029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.435	88.020	1.415	1.6%	0.660	0.7%	66%	True	False	6,580
10	89.435	87.700	1.735	2.0%	0.622	0.7%	72%	True	False	3,703
20	89.435	87.425	2.010	2.3%	0.630	0.7%	76%	True	False	2,286
40	89.435	84.765	4.670	5.2%	0.605	0.7%	90%	True	False	1,391
60	89.435	84.185	5.250	5.9%	0.570	0.6%	91%	True	False	986
80	89.435	81.689	7.746	8.7%	0.496	0.6%	94%	True	False	756
100	89.435	80.705	8.730	9.8%	0.413	0.5%	94%	True	False	606
120	89.435	80.058	9.377	10.5%	0.347	0.4%	95%	True	False	505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.136
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	93.664
2.618	92.040
1.618	91.045
1.000	90.430
0.618	90.050
HIGH	89.435
0.618	89.055
0.500	88.938
0.382	88.820
LOW	88.440
0.618	87.825
1.000	87.445
1.618	86.830
2.618	85.835
4.250	84.211

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	88.948	88.910
PP	88.943	88.866
S1	88.938	88.823

Download as Excel Spreadsheet

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

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