ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	97.300	97.360	0.060	0.1%	98.090
High	97.745	97.410	-0.335	-0.3%	98.310
Low	97.215	96.360	-0.855	-0.9%	96.950
Close	97.346	96.605	-0.741	-0.8%	97.346
Range	0.530	1.050	0.520	98.1%	1.360
ATR	0.844	0.859	0.015	1.7%	0.000
Volume	27,597	48,484	20,887	75.7%	174,407

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.942	99.323	97.183
R3	98.892	98.273	96.894
R2	97.842	97.842	96.798
R1	97.223	97.223	96.701	97.008
PP	96.792	96.792	96.792	96.684
S1	96.173	96.173	96.509	95.958
S2	95.742	95.742	96.413
S3	94.692	95.123	96.316
S4	93.642	94.073	96.028

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.615	100.841	98.094
R3	100.255	99.481	97.720
R2	98.895	98.895	97.595
R1	98.121	98.121	97.471	97.828
PP	97.535	97.535	97.535	97.389
S1	96.761	96.761	97.221	96.468
S2	96.175	96.175	97.097
S3	94.815	95.401	96.972
S4	93.455	94.041	96.598

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.295	96.360	1.935	2.0%	0.813	0.8%	13%	False	True	39,357
10	98.310	96.300	2.010	2.1%	0.736	0.8%	15%	False	False	36,123
20	98.310	94.850	3.460	3.6%	0.867	0.9%	51%	False	False	38,908
40	98.310	93.300	5.010	5.2%	0.933	1.0%	66%	False	False	35,856
60	98.310	93.300	5.010	5.2%	0.926	1.0%	66%	False	False	24,454
80	100.715	93.300	7.415	7.7%	0.947	1.0%	45%	False	False	18,529
100	101.615	93.300	8.315	8.6%	1.019	1.1%	40%	False	False	14,926
120	101.615	93.300	8.315	8.6%	0.947	1.0%	40%	False	False	12,446

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.129
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	101.873
2.618	100.159
1.618	99.109
1.000	98.460
0.618	98.059
HIGH	97.410
0.618	97.009
0.500	96.885
0.382	96.761
LOW	96.360
0.618	95.711
1.000	95.310
1.618	94.661
2.618	93.611
4.250	91.898

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	96.885	97.053
PP	96.792	96.903
S1	96.698	96.754

Download as Excel Spreadsheet

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

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