ICE US Dollar Index Future September 2015

Trading Metrics calculated at close of trading on 14-Sep-2015

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	95.525	95.175	-0.350	-0.4%	96.215
High	95.675	95.364	-0.311	-0.3%	96.420
Low	95.115	94.940	-0.175	-0.2%	95.115
Close	95.194	95.364	0.170	0.2%	95.194
Range	0.560	0.424	-0.136	-24.3%	1.305
ATR	0.848	0.818	-0.030	-3.6%	0.000
Volume	22,968	506	-22,462	-97.8%	160,400

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	96.495	96.353	95.597
R3	96.071	95.929	95.481
R2	95.647	95.647	95.442
R1	95.505	95.505	95.403	95.576
PP	95.223	95.223	95.223	95.258
S1	95.081	95.081	95.325	95.152
S2	94.799	94.799	95.286
S3	94.375	94.657	95.247
S4	93.951	94.233	95.131

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.491	98.648	95.912
R3	98.186	97.343	95.553
R2	96.881	96.881	95.433
R1	96.038	96.038	95.314	95.807
PP	95.576	95.576	95.576	95.461
S1	94.733	94.733	95.074	94.502
S2	94.271	94.271	94.955
S3	92.966	93.428	94.835
S4	91.661	92.123	94.476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.420	94.940	1.480	1.6%	0.576	0.6%	29%	False	True	32,181
10	96.635	94.940	1.695	1.8%	0.646	0.7%	25%	False	True	39,805
20	97.105	92.520	4.585	4.8%	0.867	0.9%	62%	False	False	50,854
40	98.425	92.520	5.905	6.2%	0.827	0.9%	48%	False	False	45,439
60	98.425	92.520	5.905	6.2%	0.836	0.9%	48%	False	False	42,896
80	98.425	92.520	5.905	6.2%	0.888	0.9%	48%	False	False	38,043
100	99.105	92.520	6.585	6.9%	0.906	0.9%	43%	False	False	30,675
120	100.715	92.520	8.195	8.6%	0.915	1.0%	35%	False	False	25,666

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	0.117
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	97.166
2.618	96.474
1.618	96.050
1.000	95.788
0.618	95.626
HIGH	95.364
0.618	95.202
0.500	95.152
0.382	95.102
LOW	94.940
0.618	94.678
1.000	94.516
1.618	94.254
2.618	93.830
4.250	93.138

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	95.293	95.575
PP	95.223	95.505
S1	95.152	95.434

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

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