ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	97.305	97.610	0.305	0.3%	97.360
High	97.695	98.105	0.410	0.4%	97.890
Low	97.245	97.310	0.065	0.1%	96.360
Close	97.616	98.024	0.408	0.4%	97.439
Range	0.450	0.795	0.345	76.7%	1.530
ATR	0.838	0.835	-0.003	-0.4%	0.000
Volume	30,071	37,132	7,061	23.5%	200,357

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.198	99.906	98.461
R3	99.403	99.111	98.243
R2	98.608	98.608	98.170
R1	98.316	98.316	98.097	98.462
PP	97.813	97.813	97.813	97.886
S1	97.521	97.521	97.951	97.667
S2	97.018	97.018	97.878
S3	96.223	96.726	97.805
S4	95.428	95.931	97.587

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	98.105	96.375	1.730	1.8%	0.805	0.8%	95%	True	False	38,980
10	98.105	96.360	1.745	1.8%	0.754	0.8%	95%	True	False	37,244
20	98.310	95.555	2.755	2.8%	0.799	0.8%	90%	False	False	37,231
40	98.310	93.300	5.010	5.1%	0.842	0.9%	94%	False	False	39,886
60	98.310	93.300	5.010	5.1%	0.905	0.9%	94%	False	False	27,975
80	100.715	93.300	7.415	7.6%	0.928	0.9%	64%	False	False	21,228
100	101.615	93.300	8.315	8.5%	1.002	1.0%	57%	False	False	17,102
120	101.615	93.300	8.315	8.5%	0.959	1.0%	57%	False	False	14,271

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	0.120
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.484
2.618	100.186
1.618	99.391
1.000	98.900
0.618	98.596
HIGH	98.105
0.618	97.801
0.500	97.708
0.382	97.614
LOW	97.310
0.618	96.819
1.000	96.515
1.618	96.024
2.618	95.229
4.250	93.931

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	97.919	97.763
PP	97.813	97.501
S1	97.708	97.240

Download as Excel Spreadsheet

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

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