ICE US Dollar Index Future March 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	89.250	89.510	0.260	0.3%	88.465
High	89.615	89.880	0.265	0.3%	89.880
Low	89.120	89.380	0.260	0.3%	87.830
Close	89.477	89.841	0.364	0.4%	89.841
Range	0.495	0.500	0.005	1.0%	2.050
ATR	0.714	0.699	-0.015	-2.1%	0.000
Volume	33,215	28,393	-4,822	-14.5%	217,058

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.200	91.021	90.116
R3	90.700	90.521	89.979
R2	90.200	90.200	89.933
R1	90.021	90.021	89.887	90.111
PP	89.700	89.700	89.700	89.745
S1	89.521	89.521	89.795	89.611
S2	89.200	89.200	89.749
S3	88.700	89.021	89.704
S4	88.200	88.521	89.566

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.334	94.637	90.969
R3	93.284	92.587	90.405
R2	91.234	91.234	90.217
R1	90.537	90.537	90.029	90.886
PP	89.184	89.184	89.184	89.358
S1	88.487	88.487	89.653	88.836
S2	87.134	87.134	89.465
S3	85.084	86.437	89.277
S4	83.034	84.387	88.714

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.880	87.830	2.050	2.3%	0.737	0.8%	98%	True	False	43,411
10	89.880	87.830	2.050	2.3%	0.749	0.8%	98%	True	False	39,992
20	89.880	87.700	2.180	2.4%	0.704	0.8%	98%	True	False	22,086
40	89.880	85.420	4.460	5.0%	0.642	0.7%	99%	True	False	11,388
60	89.880	84.765	5.115	5.7%	0.637	0.7%	99%	True	False	7,719
80	89.880	82.575	7.305	8.1%	0.578	0.6%	99%	True	False	5,815
100	89.880	81.590	8.290	9.2%	0.490	0.5%	100%	True	False	4,656
120	89.880	80.245	9.635	10.7%	0.415	0.5%	100%	True	False	3,880

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	0.099
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.005
2.618	91.189
1.618	90.689
1.000	90.380
0.618	90.189
HIGH	89.880
0.618	89.689
0.500	89.630
0.382	89.571
LOW	89.380
0.618	89.071
1.000	88.880
1.618	88.571
2.618	88.071
4.250	87.255

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	89.771	89.555
PP	89.700	89.269
S1	89.630	88.983

Download as Excel Spreadsheet

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

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