ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	93.355	92.500	-0.855	-0.9%	92.240
High	93.695	93.360	-0.335	-0.4%	93.695
Low	93.080	92.500	-0.580	-0.6%	92.200
Close	92.920	93.022	0.102	0.1%	92.920
Range	0.615	0.860	0.245	39.8%	1.495
ATR	0.557	0.579	0.022	3.9%	0.000
Volume	4	4	0	0.0%	103

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	95.541	95.141	93.495
R3	94.681	94.281	93.259
R2	93.821	93.821	93.180
R1	93.421	93.421	93.101	93.621
PP	92.961	92.961	92.961	93.061
S1	92.561	92.561	92.943	92.761
S2	92.101	92.101	92.864
S3	91.241	91.701	92.786
S4	90.381	90.841	92.549

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.423	96.667	93.742
R3	95.928	95.172	93.331
R2	94.433	94.433	93.194
R1	93.677	93.677	93.057	94.055
PP	92.938	92.938	92.938	93.128
S1	92.182	92.182	92.783	92.560
S2	91.443	91.443	92.646
S3	89.948	90.687	92.509
S4	88.453	89.192	92.098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.695	92.200	1.495	1.6%	0.572	0.6%	55%	False	False	19
10	93.695	90.700	2.995	3.2%	0.493	0.5%	78%	False	False	16
20	93.695	88.385	5.310	5.7%	0.407	0.4%	87%	False	False	19
40	93.695	87.825	5.870	6.3%	0.418	0.4%	89%	False	False	27

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	0.037
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	97.015
2.618	95.611
1.618	94.751
1.000	94.220
0.618	93.891
HIGH	93.360
0.618	93.031
0.500	92.930
0.382	92.829
LOW	92.500
0.618	91.969
1.000	91.640
1.618	91.109
2.618	90.249
4.250	88.845

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	92.991	93.098
PP	92.961	93.072
S1	92.930	93.047

Download as Excel Spreadsheet

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

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