ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	97.035	97.640	0.605	0.6%	98.375
High	97.690	98.200	0.510	0.5%	98.620
Low	96.915	97.600	0.685	0.7%	97.115
Close	97.402	97.999	0.597	0.6%	97.664
Range	0.775	0.600	-0.175	-22.6%	1.505
ATR	0.785	0.785	0.001	0.1%	0.000
Volume	422	382	-40	-9.5%	2,928

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.733	99.466	98.329
R3	99.133	98.866	98.164
R2	98.533	98.533	98.109
R1	98.266	98.266	98.054	98.400
PP	97.933	97.933	97.933	98.000
S1	97.666	97.666	97.944	97.800
S2	97.333	97.333	97.889
S3	96.733	97.066	97.834
S4	96.133	96.466	97.669

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	98.200	96.710	1.490	1.5%	0.671	0.7%	87%	True	False	628
10	98.620	96.710	1.910	1.9%	0.686	0.7%	67%	False	False	583
20	98.620	95.945	2.675	2.7%	0.722	0.7%	77%	False	False	506
40	98.620	94.090	4.530	4.6%	0.794	0.8%	86%	False	False	401
60	98.620	93.815	4.805	4.9%	0.830	0.8%	87%	False	False	301
80	101.190	93.815	7.375	7.5%	0.842	0.9%	57%	False	False	242
100	102.450	93.815	8.635	8.8%	0.925	0.9%	48%	False	False	213
120	102.450	93.815	8.635	8.8%	0.859	0.9%	48%	False	False	182

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.109
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.750
2.618	99.771
1.618	99.171
1.000	98.800
0.618	98.571
HIGH	98.200
0.618	97.971
0.500	97.900
0.382	97.829
LOW	97.600
0.618	97.229
1.000	97.000
1.618	96.629
2.618	96.029
4.250	95.050

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	97.966	97.849
PP	97.933	97.698
S1	97.900	97.548

Download as Excel Spreadsheet

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

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