ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	97.265	97.555	0.290	0.3%	97.360
High	97.890	97.725	-0.165	-0.2%	97.890
Low	97.255	96.375	-0.880	-0.9%	96.360
Close	97.694	97.439	-0.255	-0.3%	97.439
Range	0.635	1.350	0.715	112.6%	1.530
ATR	0.831	0.868	0.037	4.5%	0.000
Volume	35,187	60,527	25,340	72.0%	200,357

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.230	100.684	98.182
R3	99.880	99.334	97.810
R2	98.530	98.530	97.687
R1	97.984	97.984	97.563	97.582
PP	97.180	97.180	97.180	96.979
S1	96.634	96.634	97.315	96.232
S2	95.830	95.830	97.192
S3	94.480	95.284	97.068
S4	93.130	93.934	96.697

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.820	101.159	98.281
R3	100.290	99.629	97.860
R2	98.760	98.760	97.720
R1	98.099	98.099	97.579	98.430
PP	97.230	97.230	97.230	97.395
S1	96.569	96.569	97.299	96.900
S2	95.700	95.700	97.159
S3	94.170	95.039	97.018
S4	92.640	93.509	96.598

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.890	96.360	1.530	1.6%	0.870	0.9%	71%	False	False	40,071
10	98.310	96.360	1.950	2.0%	0.781	0.8%	55%	False	False	37,476
20	98.310	95.555	2.755	2.8%	0.818	0.8%	68%	False	False	36,482
40	98.310	93.300	5.010	5.1%	0.892	0.9%	83%	False	False	38,898
60	98.310	93.300	5.010	5.1%	0.915	0.9%	83%	False	False	26,919
80	100.715	93.300	7.415	7.6%	0.937	1.0%	56%	False	False	20,405
100	101.615	93.300	8.315	8.5%	1.017	1.0%	50%	False	False	16,436
120	101.615	93.300	8.315	8.5%	0.961	1.0%	50%	False	False	13,712

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.121
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	103.463
2.618	101.259
1.618	99.909
1.000	99.075
0.618	98.559
HIGH	97.725
0.618	97.209
0.500	97.050
0.382	96.891
LOW	96.375
0.618	95.541
1.000	95.025
1.618	94.191
2.618	92.841
4.250	90.638

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	97.309	97.337
PP	97.180	97.235
S1	97.050	97.133

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

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