ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	97.640	97.790	0.150	0.2%	97.705
High	98.200	98.010	-0.190	-0.2%	98.200
Low	97.600	96.720	-0.880	-0.9%	96.710
Close	97.999	97.761	-0.238	-0.2%	97.761
Range	0.600	1.290	0.690	115.0%	1.490
ATR	0.785	0.822	0.036	4.6%	0.000
Volume	382	387	5	1.3%	2,563

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.367	100.854	98.471
R3	100.077	99.564	98.116
R2	98.787	98.787	97.998
R1	98.274	98.274	97.879	97.886
PP	97.497	97.497	97.497	97.303
S1	96.984	96.984	97.643	96.596
S2	96.207	96.207	97.525
S3	94.917	95.694	97.406
S4	93.627	94.404	97.052

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.027	101.384	98.581
R3	100.537	99.894	98.171
R2	99.047	99.047	98.034
R1	98.404	98.404	97.898	98.726
PP	97.557	97.557	97.557	97.718
S1	96.914	96.914	97.624	97.236
S2	96.067	96.067	97.488
S3	94.577	95.424	97.351
S4	93.087	93.934	96.942

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%	0.836	0.9%	71%	False	False	512
10	98.620	96.710	1.910	2.0%	0.759	0.8%	55%	False	False	549
20	98.620	95.945	2.675	2.7%	0.776	0.8%	68%	False	False	521
40	98.620	94.090	4.530	4.6%	0.792	0.8%	81%	False	False	406
60	98.620	93.815	4.805	4.9%	0.836	0.9%	82%	False	False	306
80	101.190	93.815	7.375	7.5%	0.851	0.9%	54%	False	False	247
100	102.450	93.815	8.635	8.8%	0.923	0.9%	46%	False	False	216
120	102.450	93.815	8.635	8.8%	0.870	0.9%	46%	False	False	185

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.104
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	103.493
2.618	101.387
1.618	100.097
1.000	99.300
0.618	98.807
HIGH	98.010
0.618	97.517
0.500	97.365
0.382	97.213
LOW	96.720
0.618	95.923
1.000	95.430
1.618	94.633
2.618	93.343
4.250	91.238

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	97.629	97.661
PP	97.497	97.560
S1	97.365	97.460

Download as Excel Spreadsheet

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

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