ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	93.520	93.780	0.260	0.3%	96.570
High	94.725	95.475	0.750	0.8%	97.105
Low	93.500	93.730	0.230	0.2%	94.810
Close	94.544	95.131	0.587	0.6%	95.005
Range	1.225	1.745	0.520	42.4%	2.295
ATR	0.964	1.020	0.056	5.8%	0.000
Volume	82,427	81,424	-1,003	-1.2%	211,107

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.014	99.317	96.091
R3	98.269	97.572	95.611
R2	96.524	96.524	95.451
R1	95.827	95.827	95.291	96.176
PP	94.779	94.779	94.779	94.953
S1	94.082	94.082	94.971	94.431
S2	93.034	93.034	94.811
S3	91.289	92.337	94.651
S4	89.544	90.592	94.171

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	96.590	92.520	4.070	4.3%	1.456	1.5%	64%	False	False	83,220
10	97.105	92.520	4.585	4.8%	1.019	1.1%	57%	False	False	59,563
20	98.425	92.520	5.905	6.2%	0.940	1.0%	44%	False	False	51,960
40	98.425	92.520	5.905	6.2%	0.868	0.9%	44%	False	False	43,999
60	98.425	92.520	5.905	6.2%	0.912	1.0%	44%	False	False	41,919
80	98.425	92.520	5.905	6.2%	0.927	1.0%	44%	False	False	32,004
100	100.715	92.520	8.195	8.6%	0.938	1.0%	32%	False	False	25,766
120	101.615	92.520	9.095	9.6%	1.003	1.1%	29%	False	False	21,563

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	0.107
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.891
2.618	100.043
1.618	98.298
1.000	97.220
0.618	96.553
HIGH	95.475
0.618	94.808
0.500	94.603
0.382	94.397
LOW	93.730
0.618	92.652
1.000	91.985
1.618	90.907
2.618	89.162
4.250	86.314

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	94.955	94.753
PP	94.779	94.375
S1	94.603	93.998

Download as Excel Spreadsheet

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

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