ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 26-Mar-2015

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	98.285	97.980	-0.305	-0.3%	102.000
High	98.510	98.755	0.245	0.2%	102.450
Low	97.870	97.080	-0.790	-0.8%	97.030
Close	98.190	98.623	0.433	0.4%	99.411
Range	0.640	1.675	1.035	161.7%	5.420
ATR	1.240	1.271	0.031	2.5%	0.000
Volume	31	12	-19	-61.3%	696

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	103.178	102.575	99.544
R3	101.503	100.900	99.084
R2	99.828	99.828	98.930
R1	99.225	99.225	98.777	99.527
PP	98.153	98.153	98.153	98.303
S1	97.550	97.550	98.469	97.852
S2	96.478	96.478	98.316
S3	94.803	95.875	98.162
S4	93.128	94.200	97.702

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	100.790	97.080	3.710	3.8%	1.357	1.4%	42%	False	True	113
10	102.450	97.030	5.420	5.5%	1.681	1.7%	29%	False	False	125
20	102.450	96.200	6.250	6.3%	1.288	1.3%	39%	False	False	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.402
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	105.874
2.618	103.140
1.618	101.465
1.000	100.430
0.618	99.790
HIGH	98.755
0.618	98.115
0.500	97.918
0.382	97.720
LOW	97.080
0.618	96.045
1.000	95.405
1.618	94.370
2.618	92.695
4.250	89.961

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	98.388	98.416
PP	98.153	98.209
S1	97.918	98.003

Download as Excel Spreadsheet

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

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