ICE US Dollar Index Future March 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	92.235	92.515	0.280	0.3%	91.730
High	92.760	92.745	-0.015	0.0%	92.760
Low	92.220	92.105	-0.115	-0.1%	91.415
Close	92.602	92.147	-0.455	-0.5%	92.147
Range	0.540	0.640	0.100	18.5%	1.345
ATR	0.624	0.625	0.001	0.2%	0.000
Volume	28,010	45,231	17,221	61.5%	204,577

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	94.252	93.840	92.499
R3	93.612	93.200	92.323
R2	92.972	92.972	92.264
R1	92.560	92.560	92.206	92.446
PP	92.332	92.332	92.332	92.276
S1	91.920	91.920	92.088	91.806
S2	91.692	91.692	92.030
S3	91.052	91.280	91.971
S4	90.412	90.640	91.795

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	96.142	95.490	92.887
R3	94.797	94.145	92.517
R2	93.452	93.452	92.394
R1	92.800	92.800	92.270	93.126
PP	92.107	92.107	92.107	92.271
S1	91.455	91.455	92.024	91.781
S2	90.762	90.762	91.900
S3	89.417	90.110	91.777
S4	88.072	88.765	91.407

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.760	91.415	1.345	1.5%	0.561	0.6%	54%	False	False	40,915
10	92.760	90.070	2.690	2.9%	0.538	0.6%	77%	False	False	32,234
20	92.760	87.830	4.930	5.4%	0.584	0.6%	88%	False	False	35,494
40	92.760	87.425	5.335	5.8%	0.610	0.7%	89%	False	False	20,607
60	92.760	84.765	7.995	8.7%	0.611	0.7%	92%	False	False	13,953
80	92.760	84.295	8.465	9.2%	0.601	0.7%	93%	False	False	10,525
100	92.760	81.915	10.845	11.8%	0.544	0.6%	94%	False	False	8,435
120	92.760	80.940	11.820	12.8%	0.467	0.5%	95%	False	False	7,030

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.122
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	95.465
2.618	94.421
1.618	93.781
1.000	93.385
0.618	93.141
HIGH	92.745
0.618	92.501
0.500	92.425
0.382	92.349
LOW	92.105
0.618	91.709
1.000	91.465
1.618	91.069
2.618	90.429
4.250	89.385

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	92.425	92.330
PP	92.332	92.269
S1	92.240	92.208

Download as Excel Spreadsheet

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

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