ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 02-Jan-2015

Day Change Summary
	Previous	Current
	31-Dec-2014	02-Jan-2015	Change	Change %	Previous Week
Open	91.280	91.800	0.520	0.6%	90.895
High	91.280	92.250	0.970	1.1%	92.250
Low	91.280	91.800	0.520	0.6%	90.700
Close	91.280	92.066	0.786	0.9%	92.066
Range	0.000	0.450	0.450		1.550
ATR	0.462	0.499	0.036	7.8%	0.000
Volume	16	16	0	0.0%	58

Daily Pivots for day following 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	93.389	93.177	92.314
R3	92.939	92.727	92.190
R2	92.489	92.489	92.149
R1	92.277	92.277	92.107	92.383
PP	92.039	92.039	92.039	92.092
S1	91.827	91.827	92.025	91.933
S2	91.589	91.589	91.984
S3	91.139	91.377	91.942
S4	90.689	90.927	91.819

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	96.322	95.744	92.919
R3	94.772	94.194	92.492
R2	93.222	93.222	92.350
R1	92.644	92.644	92.208	92.933
PP	91.672	91.672	91.672	91.817
S1	91.094	91.094	91.924	91.383
S2	90.122	90.122	91.782
S3	88.572	89.544	91.640
S4	87.022	87.994	91.214

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.250	90.435	1.815	2.0%	0.261	0.3%	90%	True	False	11
10	92.250	89.665	2.585	2.8%	0.273	0.3%	93%	True	False	17
20	92.250	88.385	3.865	4.2%	0.395	0.4%	95%	True	False	34
40	92.250	87.750	4.500	4.9%	0.408	0.4%	96%	True	False	25

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	0.028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.163
2.618	93.428
1.618	92.978
1.000	92.700
0.618	92.528
HIGH	92.250
0.618	92.078
0.500	92.025
0.382	91.972
LOW	91.800
0.618	91.522
1.000	91.350
1.618	91.072
2.618	90.622
4.250	89.888

Fisher Pivots for day following 02-Jan-2015
Pivot	1 day	3 day
R1	92.052	91.869
PP	92.039	91.672
S1	92.025	91.475

Download as Excel Spreadsheet

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

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