ICE US Dollar Index Future June 2015

Trading Metrics calculated at close of trading on 23-Mar-2015

Day Change Summary
	Previous	Current
	20-Mar-2015	23-Mar-2015	Change	Change %	Previous Week
Open	99.300	97.800	-1.500	-1.5%	100.650
High	99.460	98.550	-0.910	-0.9%	100.715
Low	97.695	97.060	-0.635	-0.6%	94.765
Close	98.171	97.298	-0.873	-0.9%	98.171
Range	1.765	1.490	-0.275	-15.6%	5.950
ATR	1.332	1.343	0.011	0.8%	0.000
Volume	87,647	74,919	-12,728	-14.5%	405,046

Daily Pivots for day following 23-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.106	101.192	98.118
R3	100.616	99.702	97.708
R2	99.126	99.126	97.571
R1	98.212	98.212	97.435	97.924
PP	97.636	97.636	97.636	97.492
S1	96.722	96.722	97.161	96.434
S2	96.146	96.146	97.025
S3	94.656	95.232	96.888
S4	93.166	93.742	96.479

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	115.734	112.902	101.444
R3	109.784	106.952	99.807
R2	103.834	103.834	99.262
R1	101.002	101.002	98.716	99.443
PP	97.884	97.884	97.884	97.104
S1	95.052	95.052	97.626	93.493
S2	91.934	91.934	97.080
S3	85.984	89.102	96.535
S4	80.034	83.152	94.899

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.265	94.765	5.500	5.7%	2.339	2.4%	46%	False	False	81,232
10	100.785	94.765	6.020	6.2%	1.786	1.8%	42%	False	False	80,427
20	100.785	94.535	6.250	6.4%	1.246	1.3%	44%	False	False	44,549
40	100.785	94.135	6.650	6.8%	0.997	1.0%	48%	False	False	22,731
60	100.785	90.395	10.390	10.7%	0.912	0.9%	66%	False	False	15,322
80	100.785	88.000	12.785	13.1%	0.838	0.9%	73%	False	False	11,528
100	100.785	85.565	15.220	15.6%	0.756	0.8%	77%	False	False	9,229
120	100.785	84.895	15.890	16.3%	0.690	0.7%	78%	False	False	7,692

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.228
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	104.883
2.618	102.451
1.618	100.961
1.000	100.040
0.618	99.471
HIGH	98.550
0.618	97.981
0.500	97.805
0.382	97.629
LOW	97.060
0.618	96.139
1.000	95.570
1.618	94.649
2.618	93.159
4.250	90.728

Fisher Pivots for day following 23-Mar-2015
Pivot	1 day	3 day
R1	97.805	98.413
PP	97.636	98.041
S1	97.467	97.670

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

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