ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	97.325	97.585	0.260	0.3%	95.835
High	97.735	98.470	0.735	0.8%	96.495
Low	97.050	97.555	0.505	0.5%	95.470
Close	97.566	98.183	0.617	0.6%	96.541
Range	0.685	0.915	0.230	33.6%	1.025
ATR	0.553	0.579	0.026	4.7%	0.000
Volume	3	12	9	300.0%	93

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.814	100.414	98.686
R3	99.899	99.499	98.435
R2	98.984	98.984	98.351
R1	98.584	98.584	98.267	98.784
PP	98.069	98.069	98.069	98.170
S1	97.669	97.669	98.099	97.869
S2	97.154	97.154	98.015
S3	96.239	96.754	97.931
S4	95.324	95.839	97.680

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.244	98.917	97.105
R3	98.219	97.892	96.823
R2	97.194	97.194	96.729
R1	96.867	96.867	96.635	97.031
PP	96.169	96.169	96.169	96.250
S1	95.842	95.842	96.447	96.006
S2	95.144	95.144	96.353
S3	94.119	94.817	96.259
S4	93.094	93.792	95.977

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.470	96.200	2.270	2.3%	0.591	0.6%	87%	True	False	32
10	98.470	95.470	3.000	3.1%	0.450	0.5%	90%	True	False	24
20	98.470	95.250	3.220	3.3%	0.411	0.4%	91%	True	False	19

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	False
Bear Hook	False
Bull Hook	False
Stretch	-0.018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.359
2.618	100.865
1.618	99.950
1.000	99.385
0.618	99.035
HIGH	98.470
0.618	98.120
0.500	98.013
0.382	97.905
LOW	97.555
0.618	96.990
1.000	96.640
1.618	96.075
2.618	95.160
4.250	93.666

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	98.126	97.947
PP	98.069	97.711
S1	98.013	97.475

Download as Excel Spreadsheet

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

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