ICE US Dollar Index Future September 2015

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

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	97.365	97.930	0.565	0.6%	96.920
High	98.165	98.005	-0.160	-0.2%	98.290
Low	97.365	96.105	-1.260	-1.3%	96.920
Close	97.868	96.253	-1.615	-1.7%	97.369
Range	0.800	1.900	1.100	137.5%	1.370
ATR	0.946	1.014	0.068	7.2%	0.000
Volume	5,376	9,074	3,698	68.8%	10,900

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.488	101.270	97.298
R3	100.588	99.370	96.776
R2	98.688	98.688	96.601
R1	97.470	97.470	96.427	97.129
PP	96.788	96.788	96.788	96.617
S1	95.570	95.570	96.079	95.229
S2	94.888	94.888	95.905
S3	92.988	93.670	95.731
S4	91.088	91.770	95.208

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.636	100.873	98.123
R3	100.266	99.503	97.746
R2	98.896	98.896	97.620
R1	98.133	98.133	97.495	98.515
PP	97.526	97.526	97.526	97.717
S1	96.763	96.763	97.243	97.145
S2	96.156	96.156	97.118
S3	94.786	95.393	96.992
S4	93.416	94.023	96.616

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.290	96.105	2.185	2.3%	0.945	1.0%	7%	False	True	4,743
10	98.290	94.460	3.830	4.0%	0.993	1.0%	47%	False	False	3,215
20	98.290	93.440	4.850	5.0%	0.972	1.0%	58%	False	False	2,258
40	100.715	93.440	7.275	7.6%	0.976	1.0%	39%	False	False	1,536
60	101.615	93.440	8.175	8.5%	1.093	1.1%	34%	False	False	1,208
80	101.615	93.440	8.175	8.5%	0.978	1.0%	34%	False	False	922
100	101.615	92.500	9.115	9.5%	0.924	1.0%	41%	False	False	743
120	101.615	88.385	13.230	13.7%	0.833	0.9%	59%	False	False	624

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	0.164
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	106.080
2.618	102.979
1.618	101.079
1.000	99.905
0.618	99.179
HIGH	98.005
0.618	97.279
0.500	97.055
0.382	96.831
LOW	96.105
0.618	94.931
1.000	94.205
1.618	93.031
2.618	91.131
4.250	88.030

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	97.055	97.135
PP	96.788	96.841
S1	96.520	96.547

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

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