ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	95.185	95.795	0.610	0.6%	94.275
High	95.885	96.555	0.670	0.7%	95.885
Low	95.015	95.640	0.625	0.7%	93.990
Close	95.661	96.509	0.848	0.9%	95.651
Range	0.870	0.915	0.045	5.2%	1.895
ATR	0.984	0.979	-0.005	-0.5%	0.000
Volume	40,806	45,906	5,100	12.5%	172,881

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.980	98.659	97.012
R3	98.065	97.744	96.761
R2	97.150	97.150	96.677
R1	96.829	96.829	96.593	96.990
PP	96.235	96.235	96.235	96.315
S1	95.914	95.914	96.425	96.075
S2	95.320	95.320	96.341
S3	94.405	94.999	96.257
S4	93.490	94.084	96.006

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.860	100.151	96.693
R3	98.965	98.256	96.172
R2	97.070	97.070	95.998
R1	96.361	96.361	95.825	96.716
PP	95.175	95.175	95.175	95.353
S1	94.466	94.466	95.477	94.821
S2	93.280	93.280	95.304
S3	91.385	92.571	95.130
S4	89.490	90.676	94.609

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.695	94.850	1.845	1.9%	0.931	1.0%	90%	False	False	43,851
10	96.695	93.300	3.395	3.5%	0.905	0.9%	95%	False	False	41,296
20	97.345	93.300	4.045	4.2%	0.981	1.0%	79%	False	False	39,613
40	98.290	93.300	4.990	5.2%	0.983	1.0%	64%	False	False	21,142
60	100.715	93.300	7.415	7.7%	0.982	1.0%	43%	False	False	14,370
80	101.615	93.300	8.315	8.6%	1.074	1.1%	39%	False	False	10,918
100	101.615	93.300	8.315	8.6%	0.987	1.0%	39%	False	False	8,748
120	101.615	92.500	9.115	9.4%	0.939	1.0%	44%	False	False	7,295

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	0.150
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.444
2.618	98.950
1.618	98.035
1.000	97.470
0.618	97.120
HIGH	96.555
0.618	96.205
0.500	96.098
0.382	95.990
LOW	95.640
0.618	95.075
1.000	94.725
1.618	94.160
2.618	93.245
4.250	91.751

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	96.372	96.264
PP	96.235	96.018
S1	96.098	95.773

Download as Excel Spreadsheet

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

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