ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	97.705	96.970	-0.735	-0.8%	98.375
High	97.720	97.400	-0.320	-0.3%	98.620
Low	96.710	96.895	0.185	0.2%	97.115
Close	96.938	97.186	0.248	0.3%	97.664
Range	1.010	0.505	-0.505	-50.0%	1.505
ATR	0.807	0.785	-0.022	-2.7%	0.000
Volume	447	925	478	106.9%	2,928

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.675	98.436	97.464
R3	98.170	97.931	97.325
R2	97.665	97.665	97.279
R1	97.426	97.426	97.232	97.546
PP	97.160	97.160	97.160	97.220
S1	96.921	96.921	97.140	97.041
S2	96.655	96.655	97.093
S3	96.150	96.416	97.047
S4	95.645	95.911	96.908

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.315	101.494	98.492
R3	100.810	99.989	98.078
R2	99.305	99.305	97.940
R1	98.484	98.484	97.802	98.142
PP	97.800	97.800	97.800	97.629
S1	96.979	96.979	97.526	96.637
S2	96.295	96.295	97.388
S3	94.790	95.474	97.250
S4	93.285	93.969	96.836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.225	96.710	1.515	1.6%	0.695	0.7%	31%	False	False	693
10	98.620	96.710	1.910	2.0%	0.676	0.7%	25%	False	False	589
20	98.620	95.945	2.675	2.8%	0.727	0.7%	46%	False	False	489
40	98.620	94.090	4.530	4.7%	0.815	0.8%	68%	False	False	389
60	98.620	93.815	4.805	4.9%	0.847	0.9%	70%	False	False	290
80	101.190	93.815	7.375	7.6%	0.842	0.9%	46%	False	False	232
100	102.450	93.815	8.635	8.9%	0.937	1.0%	39%	False	False	207
120	102.450	93.815	8.635	8.9%	0.853	0.9%	39%	False	False	175

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	0.115
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.546
2.618	98.722
1.618	98.217
1.000	97.905
0.618	97.712
HIGH	97.400
0.618	97.207
0.500	97.148
0.382	97.088
LOW	96.895
0.618	96.583
1.000	96.390
1.618	96.078
2.618	95.573
4.250	94.749

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	97.173	97.373
PP	97.160	97.310
S1	97.148	97.248

Download as Excel Spreadsheet

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

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