ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	95.805	96.190	0.385	0.4%	94.880
High	96.355	96.260	-0.095	-0.1%	96.355
Low	95.400	95.640	0.240	0.3%	92.520
Close	96.135	95.854	-0.281	-0.3%	96.135
Range	0.955	0.620	-0.335	-35.1%	3.835
ATR	1.017	0.989	-0.028	-2.8%	0.000
Volume	45,741	36,265	-9,476	-20.7%	407,919

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.778	97.436	96.195
R3	97.158	96.816	96.025
R2	96.538	96.538	95.968
R1	96.196	96.196	95.911	96.057
PP	95.918	95.918	95.918	95.849
S1	95.576	95.576	95.797	95.437
S2	95.298	95.298	95.740
S3	94.678	94.956	95.684
S4	94.058	94.336	95.513

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	106.508	105.157	98.244
R3	102.673	101.322	97.190
R2	98.838	98.838	96.838
R1	97.487	97.487	96.487	98.163
PP	95.003	95.003	95.003	95.341
S1	93.652	93.652	95.783	94.328
S2	91.168	91.168	95.432
S3	87.333	89.817	95.080
S4	83.498	85.982	94.026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.355	93.500	2.855	3.0%	1.118	1.2%	82%	False	False	60,272
10	97.105	92.520	4.585	4.8%	1.108	1.2%	73%	False	False	62,366
20	98.425	92.520	5.905	6.2%	0.949	1.0%	56%	False	False	52,546
40	98.425	92.520	5.905	6.2%	0.878	0.9%	56%	False	False	45,213
60	98.425	92.520	5.905	6.2%	0.890	0.9%	56%	False	False	43,754
80	98.425	92.520	5.905	6.2%	0.917	1.0%	56%	False	False	33,675
100	100.715	92.520	8.195	8.5%	0.933	1.0%	41%	False	False	27,130
120	101.615	92.520	9.095	9.5%	0.996	1.0%	37%	False	False	22,703

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.120
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	98.895
2.618	97.883
1.618	97.263
1.000	96.880
0.618	96.643
HIGH	96.260
0.618	96.023
0.500	95.950
0.382	95.877
LOW	95.640
0.618	95.257
1.000	95.020
1.618	94.637
2.618	94.017
4.250	93.005

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	95.950	95.798
PP	95.918	95.741
S1	95.886	95.685

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

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