ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 05-Jan-2015

Day Change Summary
	Previous	Current
	02-Jan-2015	05-Jan-2015	Change	Change %	Previous Week
Open	91.800	92.240	0.440	0.5%	90.895
High	92.250	93.000	0.750	0.8%	92.250
Low	91.800	92.240	0.440	0.5%	90.700
Close	92.066	92.300	0.234	0.3%	92.066
Range	0.450	0.760	0.310	68.9%	1.550
ATR	0.499	0.530	0.031	6.2%	0.000
Volume	16	8	-8	-50.0%	58

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	94.793	94.307	92.718
R3	94.033	93.547	92.509
R2	93.273	93.273	92.439
R1	92.787	92.787	92.370	93.030
PP	92.513	92.513	92.513	92.635
S1	92.027	92.027	92.230	92.270
S2	91.753	91.753	92.161
S3	90.993	91.267	92.091
S4	90.233	90.507	91.882

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	93.000	90.700	2.300	2.5%	0.413	0.4%	70%	True	False	13
10	93.000	89.950	3.050	3.3%	0.313	0.3%	77%	True	False	14
20	93.000	88.385	4.615	5.0%	0.392	0.4%	85%	True	False	32
40	93.000	87.825	5.175	5.6%	0.413	0.4%	86%	True	False	26

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	0.028
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	96.230
2.618	94.990
1.618	94.230
1.000	93.760
0.618	93.470
HIGH	93.000
0.618	92.710
0.500	92.620
0.382	92.530
LOW	92.240
0.618	91.770
1.000	91.480
1.618	91.010
2.618	90.250
4.250	89.010

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	92.620	92.247
PP	92.513	92.193
S1	92.407	92.140

Download as Excel Spreadsheet

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

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