ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	98.090	98.150	0.060	0.1%	96.065
High	98.310	98.295	-0.015	0.0%	98.100
Low	97.865	97.220	-0.645	-0.7%	95.730
Close	98.161	97.426	-0.735	-0.7%	97.989
Range	0.445	1.075	0.630	141.6%	2.370
ATR	0.873	0.887	0.014	1.7%	0.000
Volume	26,102	43,422	17,320	66.4%	184,397

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.872	100.224	98.017
R3	99.797	99.149	97.722
R2	98.722	98.722	97.623
R1	98.074	98.074	97.525	97.861
PP	97.647	97.647	97.647	97.540
S1	96.999	96.999	97.327	96.786
S2	96.572	96.572	97.229
S3	95.497	95.924	97.130
S4	94.422	94.849	96.835

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	104.383	103.556	99.293
R3	102.013	101.186	98.641
R2	99.643	99.643	98.424
R1	98.816	98.816	98.206	99.230
PP	97.273	97.273	97.273	97.480
S1	96.446	96.446	97.772	96.860
S2	94.903	94.903	97.555
S3	92.533	94.076	97.337
S4	90.163	91.706	96.686

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.310	96.675	1.635	1.7%	0.690	0.7%	46%	False	False	35,665
10	98.310	95.555	2.755	2.8%	0.844	0.9%	68%	False	False	37,218
20	98.310	94.485	3.825	3.9%	0.869	0.9%	77%	False	False	38,363
40	98.310	93.300	5.010	5.1%	0.933	1.0%	82%	False	False	32,295
60	98.310	93.300	5.010	5.1%	0.949	1.0%	82%	False	False	21,973
80	100.715	93.300	7.415	7.6%	0.949	1.0%	56%	False	False	16,637
100	101.615	93.300	8.315	8.5%	1.023	1.0%	50%	False	False	13,397
120	101.615	93.300	8.315	8.5%	0.949	1.0%	50%	False	False	11,169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.179
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	102.864
2.618	101.109
1.618	100.034
1.000	99.370
0.618	98.959
HIGH	98.295
0.618	97.884
0.500	97.758
0.382	97.631
LOW	97.220
0.618	96.556
1.000	96.145
1.618	95.481
2.618	94.406
4.250	92.651

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	97.758	97.765
PP	97.647	97.652
S1	97.537	97.539

Download as Excel Spreadsheet

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

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