ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	95.890	95.455	-0.435	-0.5%	94.880
High	95.890	95.970	0.080	0.1%	96.355
Low	95.210	95.450	0.240	0.3%	92.520
Close	95.446	95.844	0.398	0.4%	96.135
Range	0.680	0.520	-0.160	-23.5%	3.835
ATR	0.967	0.935	-0.032	-3.3%	0.000
Volume	53,675	46,440	-7,235	-13.5%	407,919

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.315	97.099	96.130
R3	96.795	96.579	95.987
R2	96.275	96.275	95.939
R1	96.059	96.059	95.892	96.167
PP	95.755	95.755	95.755	95.809
S1	95.539	95.539	95.796	95.647
S2	95.235	95.235	95.749
S3	94.715	95.019	95.701
S4	94.195	94.499	95.558

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	95.015	1.340	1.4%	0.764	0.8%	62%	False	False	47,525
10	96.590	92.520	4.070	4.2%	1.110	1.2%	82%	False	False	65,372
20	98.425	92.520	5.905	6.2%	0.936	1.0%	56%	False	False	53,338
40	98.425	92.520	5.905	6.2%	0.862	0.9%	56%	False	False	45,476
60	98.425	92.520	5.905	6.2%	0.872	0.9%	56%	False	False	44,781
80	98.425	92.520	5.905	6.2%	0.916	1.0%	56%	False	False	34,882
100	100.445	92.520	7.925	8.3%	0.929	1.0%	42%	False	False	28,114
120	101.100	92.520	8.580	9.0%	0.987	1.0%	39%	False	False	23,531

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.097
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	98.180
2.618	97.331
1.618	96.811
1.000	96.490
0.618	96.291
HIGH	95.970
0.618	95.771
0.500	95.710
0.382	95.649
LOW	95.450
0.618	95.129
1.000	94.930
1.618	94.609
2.618	94.089
4.250	93.240

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	95.799	95.808
PP	95.755	95.771
S1	95.710	95.735

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

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