ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	97.610	98.075	0.465	0.5%	97.360
High	98.105	98.335	0.230	0.2%	97.890
Low	97.310	97.655	0.345	0.4%	96.360
Close	98.024	98.035	0.011	0.0%	97.439
Range	0.795	0.680	-0.115	-14.5%	1.530
ATR	0.835	0.824	-0.011	-1.3%	0.000
Volume	37,132	47,147	10,015	27.0%	200,357

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.048	99.722	98.409
R3	99.368	99.042	98.222
R2	98.688	98.688	98.160
R1	98.362	98.362	98.097	98.185
PP	98.008	98.008	98.008	97.920
S1	97.682	97.682	97.973	97.505
S2	97.328	97.328	97.910
S3	96.648	97.002	97.848
S4	95.968	96.322	97.661

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	98.335	96.375	1.960	2.0%	0.782	0.8%	85%	True	False	42,012
10	98.335	96.360	1.975	2.0%	0.749	0.8%	85%	True	False	38,405
20	98.335	95.555	2.780	2.8%	0.788	0.8%	89%	True	False	37,614
40	98.335	93.300	5.035	5.1%	0.840	0.9%	94%	True	False	40,503
60	98.335	93.300	5.035	5.1%	0.909	0.9%	94%	True	False	28,730
80	100.445	93.300	7.145	7.3%	0.927	0.9%	66%	False	False	21,809
100	101.100	93.300	7.800	8.0%	0.998	1.0%	61%	False	False	17,570
120	101.615	93.300	8.315	8.5%	0.961	1.0%	57%	False	False	14,664

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.123
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.225
2.618	100.115
1.618	99.435
1.000	99.015
0.618	98.755
HIGH	98.335
0.618	98.075
0.500	97.995
0.382	97.915
LOW	97.655
0.618	97.235
1.000	96.975
1.618	96.555
2.618	95.875
4.250	94.765

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	98.022	97.953
PP	98.008	97.872
S1	97.995	97.790

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

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