ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 26-Mar-2015

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	97.990	97.695	-0.295	-0.3%	101.560
High	98.015	98.235	0.220	0.2%	101.615
Low	97.315	96.840	-0.475	-0.5%	95.580
Close	97.755	98.165	0.410	0.4%	98.846
Range	0.700	1.395	0.695	99.3%	6.035
ATR	1.279	1.287	0.008	0.6%	0.000
Volume	1,180	154	-1,026	-86.9%	3,343

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.932	101.443	98.932
R3	100.537	100.048	98.549
R2	99.142	99.142	98.421
R1	98.653	98.653	98.293	98.898
PP	97.747	97.747	97.747	97.869
S1	97.258	97.258	98.037	97.503
S2	96.352	96.352	97.909
S3	94.957	95.863	97.781
S4	93.562	94.468	97.398

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	116.785	113.851	102.165
R3	110.750	107.816	100.506
R2	104.715	104.715	99.952
R1	101.781	101.781	99.399	100.231
PP	98.680	98.680	98.680	97.905
S1	95.746	95.746	98.293	94.196
S2	92.645	92.645	97.740
S3	86.610	89.711	97.186
S4	80.575	83.676	95.527

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.080	96.840	3.240	3.3%	1.253	1.3%	41%	False	True	756
10	101.615	95.580	6.035	6.1%	1.698	1.7%	43%	False	False	637
20	101.615	95.580	6.035	6.1%	1.298	1.3%	43%	False	False	401
40	101.615	94.600	7.015	7.1%	0.950	1.0%	51%	False	False	215
60	101.615	90.700	10.915	11.1%	0.838	0.9%	68%	False	False	153
80	101.615	88.385	13.230	13.5%	0.739	0.8%	74%	False	False	124
100	101.615	86.765	14.850	15.1%	0.668	0.7%	77%	False	False	102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.283
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.164
2.618	101.887
1.618	100.492
1.000	99.630
0.618	99.097
HIGH	98.235
0.618	97.702
0.500	97.538
0.382	97.373
LOW	96.840
0.618	95.978
1.000	95.445
1.618	94.583
2.618	93.188
4.250	90.911

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	97.956	97.956
PP	97.747	97.747
S1	97.538	97.538

Download as Excel Spreadsheet

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

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