ICE US Dollar Index Future March 2015

Trading Metrics calculated at close of trading on 02-Jan-2015

Day Change Summary
	Previous	Current
	31-Dec-2014	02-Jan-2015	Change	Change %	Previous Week
Open	90.255	90.810	0.555	0.6%	90.310
High	90.665	91.490	0.825	0.9%	91.490
Low	90.155	90.800	0.645	0.7%	90.080
Close	90.647	91.383	0.736	0.8%	91.383
Range	0.510	0.690	0.180	35.3%	1.410
ATR	0.597	0.615	0.018	2.9%	0.000
Volume	18,526	44,832	26,306	142.0%	111,115

Daily Pivots for day following 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	93.294	93.029	91.763
R3	92.604	92.339	91.573
R2	91.914	91.914	91.510
R1	91.649	91.649	91.446	91.782
PP	91.224	91.224	91.224	91.291
S1	90.959	90.959	91.320	91.092
S2	90.534	90.534	91.257
S3	89.844	90.269	91.193
S4	89.154	89.579	91.004

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	95.214	94.709	92.159
R3	93.804	93.299	91.771
R2	92.394	92.394	91.642
R1	91.889	91.889	91.512	92.142
PP	90.984	90.984	90.984	91.111
S1	90.479	90.479	91.254	90.732
S2	89.574	89.574	91.125
S3	88.164	89.069	90.995
S4	86.754	87.659	90.608

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.490	90.070	1.420	1.6%	0.514	0.6%	92%	True	False	23,553
10	91.490	89.120	2.370	2.6%	0.477	0.5%	95%	True	False	23,500
20	91.490	87.830	3.660	4.0%	0.655	0.7%	97%	True	False	29,453
40	91.490	87.255	4.235	4.6%	0.634	0.7%	97%	True	False	15,630
60	91.490	84.765	6.725	7.4%	0.617	0.7%	98%	True	False	10,572
80	91.490	84.185	7.305	8.0%	0.582	0.6%	99%	True	False	7,970
100	91.490	81.689	9.801	10.7%	0.518	0.6%	99%	True	False	6,389
120	91.490	80.644	10.846	11.9%	0.445	0.5%	99%	True	False	5,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.103
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	94.423
2.618	93.296
1.618	92.606
1.000	92.180
0.618	91.916
HIGH	91.490
0.618	91.226
0.500	91.145
0.382	91.064
LOW	90.800
0.618	90.374
1.000	90.110
1.618	89.684
2.618	88.994
4.250	87.868

Fisher Pivots for day following 02-Jan-2015
Pivot	1 day	3 day
R1	91.304	91.190
PP	91.224	90.996
S1	91.145	90.803

Download as Excel Spreadsheet

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

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