ICE US Dollar Index Future June 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	95.100	94.740	-0.360	-0.4%	96.990
High	95.255	95.630	0.375	0.4%	97.760
Low	94.300	94.635	0.335	0.4%	94.670
Close	94.651	94.980	0.329	0.3%	96.361
Range	0.955	0.995	0.040	4.2%	3.090
ATR	1.081	1.075	-0.006	-0.6%	0.000
Volume	82,058	37,628	-44,430	-54.1%	350,403

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.067	97.518	95.527
R3	97.072	96.523	95.254
R2	96.077	96.077	95.162
R1	95.528	95.528	95.071	95.803
PP	95.082	95.082	95.082	95.219
S1	94.533	94.533	94.889	94.808
S2	94.087	94.087	94.798
S3	93.092	93.538	94.706
S4	92.097	92.543	94.433

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	105.534	104.037	98.061
R3	102.444	100.947	97.211
R2	99.354	99.354	96.928
R1	97.857	97.857	96.644	97.061
PP	96.264	96.264	96.264	95.865
S1	94.767	94.767	96.078	93.971
S2	93.174	93.174	95.795
S3	90.084	91.677	95.511
S4	86.994	88.587	94.662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.955	94.300	2.655	2.8%	1.185	1.2%	26%	False	False	60,854
10	97.760	94.300	3.460	3.6%	1.136	1.2%	20%	False	False	62,916
20	97.880	93.155	4.725	5.0%	1.038	1.1%	39%	False	False	58,144
40	98.925	93.155	5.770	6.1%	1.014	1.1%	32%	False	False	54,733
60	100.270	93.155	7.115	7.5%	1.133	1.2%	26%	False	False	56,215
80	100.785	93.155	7.630	8.0%	1.055	1.1%	24%	False	False	48,825
100	100.785	92.880	7.905	8.3%	1.017	1.1%	27%	False	False	39,233
120	100.785	89.455	11.330	11.9%	0.945	1.0%	49%	False	False	32,765

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	0.228
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.859
2.618	98.235
1.618	97.240
1.000	96.625
0.618	96.245
HIGH	95.630
0.618	95.250
0.500	95.133
0.382	95.015
LOW	94.635
0.618	94.020
1.000	93.640
1.618	93.025
2.618	92.030
4.250	90.406

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	95.133	94.975
PP	95.082	94.970
S1	95.031	94.965

Download as Excel Spreadsheet

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

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