ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	96.470	95.780	-0.690	-0.7%	96.570
High	96.590	95.805	-0.785	-0.8%	97.105
Low	95.715	94.810	-0.905	-0.9%	94.810
Close	96.002	95.005	-0.997	-1.0%	95.005
Range	0.875	0.995	0.120	13.7%	2.295
ATR	0.785	0.814	0.029	3.7%	0.000
Volume	47,784	61,646	13,862	29.0%	211,107

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.192	97.593	95.552
R3	97.197	96.598	95.279
R2	96.202	96.202	95.187
R1	95.603	95.603	95.096	95.405
PP	95.207	95.207	95.207	95.108
S1	94.608	94.608	94.914	94.410
S2	94.212	94.212	94.823
S3	93.217	93.613	94.731
S4	92.222	92.618	94.458

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.525	101.060	96.267
R3	100.230	98.765	95.636
R2	97.935	97.935	95.426
R1	96.470	96.470	95.215	96.055
PP	95.640	95.640	95.640	95.433
S1	94.175	94.175	94.795	93.760
S2	93.345	93.345	94.584
S3	91.050	91.880	94.374
S4	88.755	89.585	93.743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.105	94.810	2.295	2.4%	0.696	0.7%	8%	False	True	42,221
10	97.975	94.810	3.165	3.3%	0.784	0.8%	6%	False	True	43,733
20	98.425	94.810	3.615	3.8%	0.788	0.8%	5%	False	True	41,858
40	98.425	94.810	3.615	3.8%	0.816	0.9%	5%	False	True	39,998
60	98.425	93.300	5.125	5.4%	0.874	0.9%	33%	False	False	37,107
80	98.425	93.300	5.125	5.4%	0.891	0.9%	33%	False	False	28,227
100	100.715	93.300	7.415	7.8%	0.915	1.0%	23%	False	False	22,714
120	101.615	93.300	8.315	8.8%	0.981	1.0%	21%	False	False	19,012

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.171
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	100.034
2.618	98.410
1.618	97.415
1.000	96.800
0.618	96.420
HIGH	95.805
0.618	95.425
0.500	95.308
0.382	95.190
LOW	94.810
0.618	94.195
1.000	93.815
1.618	93.200
2.618	92.205
4.250	90.581

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	95.308	95.958
PP	95.207	95.640
S1	95.106	95.323

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

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