ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	96.010	96.400	0.390	0.4%	96.190
High	96.635	96.595	-0.040	0.0%	96.635
Low	95.810	95.660	-0.150	-0.2%	95.210
Close	96.423	96.240	-0.183	-0.2%	96.240
Range	0.825	0.935	0.110	13.3%	1.425
ATR	0.927	0.928	0.001	0.1%	0.000
Volume	56,012	44,761	-11,251	-20.1%	237,153

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.970	98.540	96.754
R3	98.035	97.605	96.497
R2	97.100	97.100	96.411
R1	96.670	96.670	96.326	96.418
PP	96.165	96.165	96.165	96.039
S1	95.735	95.735	96.154	95.483
S2	95.230	95.230	96.069
S3	94.295	94.800	95.983
S4	93.360	93.865	95.726

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.303	99.697	97.024
R3	98.878	98.272	96.632
R2	97.453	97.453	96.501
R1	96.847	96.847	96.371	97.150
PP	96.028	96.028	96.028	96.180
S1	95.422	95.422	96.109	95.725
S2	94.603	94.603	95.979
S3	93.178	93.997	95.848
S4	91.753	92.572	95.456

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.635	95.210	1.425	1.5%	0.716	0.7%	72%	False	False	47,430
10	96.635	92.520	4.115	4.3%	1.099	1.1%	90%	False	False	64,507
20	97.975	92.520	5.455	5.7%	0.942	1.0%	68%	False	False	54,120
40	98.425	92.520	5.905	6.1%	0.859	0.9%	63%	False	False	46,026
60	98.425	92.520	5.905	6.1%	0.869	0.9%	63%	False	False	44,677
80	98.425	92.520	5.905	6.1%	0.911	0.9%	63%	False	False	36,121
100	99.400	92.520	6.880	7.1%	0.921	1.0%	54%	False	False	29,107
120	100.715	92.520	8.195	8.5%	0.951	1.0%	45%	False	False	24,367

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.122
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.569
2.618	99.043
1.618	98.108
1.000	97.530
0.618	97.173
HIGH	96.595
0.618	96.238
0.500	96.128
0.382	96.017
LOW	95.660
0.618	95.082
1.000	94.725
1.618	94.147
2.618	93.212
4.250	91.686

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	96.203	96.174
PP	96.165	96.108
S1	96.128	96.043

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

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