ICE US Dollar Index Future June 2015

Trading Metrics calculated at close of trading on 06-Oct-2014

Day Change Summary
	Previous	Current
	03-Oct-2014	06-Oct-2014	Change	Change %	Previous Week
Open	86.975	87.075	0.100	0.1%	85.920
High	87.200	87.075	-0.125	-0.1%	87.200
Low	86.975	86.205	-0.770	-0.9%	85.875
Close	87.153	86.359	-0.794	-0.9%	87.153
Range	0.225	0.870	0.645	286.7%	1.325
ATR	0.329	0.373	0.044	13.4%	0.000
Volume	5	8	3	60.0%	47

Daily Pivots for day following 06-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	89.156	88.628	86.838
R3	88.286	87.758	86.598
R2	87.416	87.416	86.519
R1	86.888	86.888	86.439	86.717
PP	86.546	86.546	86.546	86.461
S1	86.018	86.018	86.279	85.847
S2	85.676	85.676	86.200
S3	84.806	85.148	86.120
S4	83.936	84.278	85.881

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	85.975	1.225	1.4%	0.362	0.4%	31%	False	False	10
10	87.200	84.820	2.380	2.8%	0.245	0.3%	65%	False	False	11
20	87.200	84.485	2.715	3.1%	0.180	0.2%	69%	False	False	12
40	87.200	81.780	5.420	6.3%	0.146	0.2%	84%	False	False	11

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	0.009
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	90.773
2.618	89.353
1.618	88.483
1.000	87.945
0.618	87.613
HIGH	87.075
0.618	86.743
0.500	86.640
0.382	86.537
LOW	86.205
0.618	85.667
1.000	85.335
1.618	84.797
2.618	83.927
4.250	82.508

Fisher Pivots for day following 06-Oct-2014
Pivot	1 day	3 day
R1	86.640	86.588
PP	86.546	86.511
S1	86.453	86.435

Download as Excel Spreadsheet

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

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