ICE US Dollar Index Future March 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	92.515	92.040	-0.475	-0.5%	91.730
High	92.745	92.530	-0.215	-0.2%	92.760
Low	92.105	91.865	-0.240	-0.3%	91.415
Close	92.147	92.184	0.037	0.0%	92.147
Range	0.640	0.665	0.025	3.9%	1.345
ATR	0.625	0.628	0.003	0.5%	0.000
Volume	45,231	32,137	-13,094	-28.9%	204,577

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	94.188	93.851	92.550
R3	93.523	93.186	92.367
R2	92.858	92.858	92.306
R1	92.521	92.521	92.245	92.690
PP	92.193	92.193	92.193	92.277
S1	91.856	91.856	92.123	92.025
S2	91.528	91.528	92.062
S3	90.863	91.191	92.001
S4	90.198	90.526	91.818

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%	0.594	0.6%	57%	False	False	38,840
10	92.760	90.080	2.680	2.9%	0.574	0.6%	79%	False	False	34,782
20	92.760	87.830	4.930	5.3%	0.574	0.6%	88%	False	False	33,499
40	92.760	87.425	5.335	5.8%	0.614	0.7%	89%	False	False	21,394
60	92.760	84.985	7.775	8.4%	0.597	0.6%	93%	False	False	14,485
80	92.760	84.500	8.260	9.0%	0.601	0.7%	93%	False	False	10,926
100	92.760	82.240	10.520	11.4%	0.548	0.6%	95%	False	False	8,756
120	92.760	81.120	11.640	12.6%	0.472	0.5%	95%	False	False	7,298

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	0.134
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	95.356
2.618	94.271
1.618	93.606
1.000	93.195
0.618	92.941
HIGH	92.530
0.618	92.276
0.500	92.198
0.382	92.119
LOW	91.865
0.618	91.454
1.000	91.200
1.618	90.789
2.618	90.124
4.250	89.039

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	92.198	92.313
PP	92.193	92.270
S1	92.189	92.227

Download as Excel Spreadsheet

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

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