ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	99.010	100.790	1.780	1.8%	102.000
High	100.880	100.790	-0.090	-0.1%	102.450
Low	98.300	98.800	0.500	0.5%	97.030
Close	100.887	99.411	-1.476	-1.5%	99.411
Range	2.580	1.990	-0.590	-22.9%	5.420
ATR	1.230	1.291	0.061	5.0%	0.000
Volume	335	94	-241	-71.9%	696

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	105.637	104.514	100.506
R3	103.647	102.524	99.958
R2	101.657	101.657	99.776
R1	100.534	100.534	99.593	100.101
PP	99.667	99.667	99.667	99.450
S1	98.544	98.544	99.229	98.111
S2	97.677	97.677	99.046
S3	95.687	96.554	98.864
S4	93.697	94.564	98.317

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	115.890	113.071	102.392
R3	110.470	107.651	100.902
R2	105.050	105.050	100.405
R1	102.231	102.231	99.908	100.931
PP	99.630	99.630	99.630	98.980
S1	96.811	96.811	98.914	95.511
S2	94.210	94.210	98.417
S3	88.790	91.391	97.921
S4	83.370	85.971	96.430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.450	97.030	5.420	5.5%	2.235	2.2%	44%	False	False	139
10	102.450	97.030	5.420	5.5%	1.668	1.7%	44%	False	False	106
20	102.450	95.470	6.980	7.0%	1.125	1.1%	56%	False	False	66

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.328
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	109.248
2.618	106.000
1.618	104.010
1.000	102.780
0.618	102.020
HIGH	100.790
0.618	100.030
0.500	99.795
0.382	99.560
LOW	98.800
0.618	97.570
1.000	96.810
1.618	95.580
2.618	93.590
4.250	90.343

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	99.795	99.515
PP	99.667	99.480
S1	99.539	99.446

Download as Excel Spreadsheet

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

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