ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	95.860	95.885	0.025	0.0%	96.190
High	96.420	96.210	-0.210	-0.2%	96.635
Low	95.860	95.390	-0.470	-0.5%	95.210
Close	96.010	95.442	-0.568	-0.6%	96.240
Range	0.560	0.820	0.260	46.4%	1.425
ATR	0.874	0.870	-0.004	-0.4%	0.000
Volume	57,437	39,619	-17,818	-31.0%	237,153

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.141	97.611	95.893
R3	97.321	96.791	95.668
R2	96.501	96.501	95.592
R1	95.971	95.971	95.517	95.826
PP	95.681	95.681	95.681	95.608
S1	95.151	95.151	95.367	95.006
S2	94.861	94.861	95.292
S3	94.041	94.331	95.217
S4	93.221	93.511	94.991

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	95.390	1.245	1.3%	0.731	0.8%	4%	False	True	47,641
10	96.635	95.015	1.620	1.7%	0.748	0.8%	26%	False	False	47,583
20	97.105	92.520	4.585	4.8%	0.883	0.9%	64%	False	False	53,573
40	98.425	92.520	5.905	6.2%	0.832	0.9%	49%	False	False	46,514
60	98.425	92.520	5.905	6.2%	0.860	0.9%	49%	False	False	44,352
80	98.425	92.520	5.905	6.2%	0.902	0.9%	49%	False	False	37,789
100	99.160	92.520	6.640	7.0%	0.911	1.0%	44%	False	False	30,448
120	100.715	92.520	8.195	8.6%	0.921	1.0%	36%	False	False	25,485

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.143
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.695
2.618	98.357
1.618	97.537
1.000	97.030
0.618	96.717
HIGH	96.210
0.618	95.897
0.500	95.800
0.382	95.703
LOW	95.390
0.618	94.883
1.000	94.570
1.618	94.063
2.618	93.243
4.250	91.905

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	95.800	95.905
PP	95.681	95.751
S1	95.561	95.596

Download as Excel Spreadsheet

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

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