ICE US Dollar Index Future June 2015

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	85.975	86.975	1.000	1.2%	85.920
High	86.190	87.200	1.010	1.2%	87.200
Low	85.975	86.975	1.000	1.2%	85.875
Close	86.012	87.153	1.141	1.3%	87.153
Range	0.215	0.225	0.010	4.7%	1.325
ATR	0.263	0.329	0.066	25.1%	0.000
Volume	1	5	4	400.0%	47

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.784	87.694	87.277
R3	87.559	87.469	87.215
R2	87.334	87.334	87.194
R1	87.244	87.244	87.174	87.289
PP	87.109	87.109	87.109	87.132
S1	87.019	87.019	87.132	87.064
S2	86.884	86.884	87.112
S3	86.659	86.794	87.091
S4	86.434	86.569	87.029

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.718	90.260	87.882
R3	89.393	88.935	87.517
R2	88.068	88.068	87.396
R1	87.610	87.610	87.274	87.839
PP	86.743	86.743	86.743	86.857
S1	86.285	86.285	87.032	86.514
S2	85.418	85.418	86.910
S3	84.093	84.960	86.789
S4	82.768	83.635	86.424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.200	85.875	1.325	1.5%	0.224	0.3%	96%	True	False	9
10	87.200	84.820	2.380	2.7%	0.176	0.2%	98%	True	False	10
20	87.200	84.485	2.715	3.1%	0.137	0.2%	98%	True	False	13
40	87.200	81.780	5.420	6.2%	0.125	0.1%	99%	True	False	10

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	0.009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.156
2.618	87.789
1.618	87.564
1.000	87.425
0.618	87.339
HIGH	87.200
0.618	87.114
0.500	87.088
0.382	87.061
LOW	86.975
0.618	86.836
1.000	86.750
1.618	86.611
2.618	86.386
4.250	86.019

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	87.131	86.965
PP	87.109	86.776
S1	87.088	86.588

Download as Excel Spreadsheet

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

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