ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	97.555	97.305	-0.250	-0.3%	97.360
High	97.725	97.695	-0.030	0.0%	97.890
Low	96.375	97.245	0.870	0.9%	96.360
Close	97.439	97.616	0.177	0.2%	97.439
Range	1.350	0.450	-0.900	-66.7%	1.530
ATR	0.868	0.838	-0.030	-3.4%	0.000
Volume	60,527	30,071	-30,456	-50.3%	200,357

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.869	98.692	97.864
R3	98.419	98.242	97.740
R2	97.969	97.969	97.699
R1	97.792	97.792	97.657	97.881
PP	97.519	97.519	97.519	97.563
S1	97.342	97.342	97.575	97.431
S2	97.069	97.069	97.534
S3	96.619	96.892	97.492
S4	96.169	96.442	97.369

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	96.375	1.515	1.6%	0.750	0.8%	82%	False	False	36,388
10	98.295	96.360	1.935	2.0%	0.782	0.8%	65%	False	False	37,873
20	98.310	95.555	2.755	2.8%	0.807	0.8%	75%	False	False	37,880
40	98.310	93.300	5.010	5.1%	0.860	0.9%	86%	False	False	39,358
60	98.310	93.300	5.010	5.1%	0.907	0.9%	86%	False	False	27,384
80	100.715	93.300	7.415	7.6%	0.929	1.0%	58%	False	False	20,776
100	101.615	93.300	8.315	8.5%	1.006	1.0%	52%	False	False	16,734
120	101.615	93.300	8.315	8.5%	0.963	1.0%	52%	False	False	13,962

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.105
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	99.608
2.618	98.873
1.618	98.423
1.000	98.145
0.618	97.973
HIGH	97.695
0.618	97.523
0.500	97.470
0.382	97.417
LOW	97.245
0.618	96.967
1.000	96.795
1.618	96.517
2.618	96.067
4.250	95.333

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	97.567	97.455
PP	97.519	97.294
S1	97.470	97.133

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

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