ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	98.075	97.955	-0.120	-0.1%	97.360
High	98.335	98.260	-0.075	-0.1%	97.890
Low	97.655	97.685	0.030	0.0%	96.360
Close	98.035	97.906	-0.129	-0.1%	97.439
Range	0.680	0.575	-0.105	-15.4%	1.530
ATR	0.824	0.806	-0.018	-2.2%	0.000
Volume	47,147	26,781	-20,366	-43.2%	200,357

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.675	99.366	98.222
R3	99.100	98.791	98.064
R2	98.525	98.525	98.011
R1	98.216	98.216	97.959	98.083
PP	97.950	97.950	97.950	97.884
S1	97.641	97.641	97.853	97.508
S2	97.375	97.375	97.801
S3	96.800	97.066	97.748
S4	96.225	96.491	97.590

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%	0.770	0.8%	78%	False	False	40,331
10	98.335	96.360	1.975	2.0%	0.738	0.8%	78%	False	False	36,908
20	98.335	95.555	2.780	2.8%	0.776	0.8%	85%	False	False	37,339
40	98.335	93.300	5.035	5.1%	0.831	0.8%	91%	False	False	40,129
60	98.335	93.300	5.035	5.1%	0.903	0.9%	91%	False	False	29,162
80	100.070	93.300	6.770	6.9%	0.917	0.9%	68%	False	False	22,135
100	100.850	93.300	7.550	7.7%	0.996	1.0%	61%	False	False	17,834
120	101.615	93.300	8.315	8.5%	0.966	1.0%	55%	False	False	14,887

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.146
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.704
2.618	99.765
1.618	99.190
1.000	98.835
0.618	98.615
HIGH	98.260
0.618	98.040
0.500	97.973
0.382	97.905
LOW	97.685
0.618	97.330
1.000	97.110
1.618	96.755
2.618	96.180
4.250	95.241

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	97.973	97.878
PP	97.950	97.850
S1	97.928	97.823

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

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