ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	97.670	97.945	0.275	0.3%	97.705
High	98.035	98.420	0.385	0.4%	98.200
Low	97.615	97.635	0.020	0.0%	96.710
Close	97.941	98.344	0.403	0.4%	97.761
Range	0.420	0.785	0.365	86.9%	1.490
ATR	0.793	0.792	-0.001	-0.1%	0.000
Volume	1,139	675	-464	-40.7%	2,563

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.488	100.201	98.776
R3	99.703	99.416	98.560
R2	98.918	98.918	98.488
R1	98.631	98.631	98.416	98.775
PP	98.133	98.133	98.133	98.205
S1	97.846	97.846	98.272	97.990
S2	97.348	97.348	98.200
S3	96.563	97.061	98.128
S4	95.778	96.276	97.912

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	98.420	96.720	1.700	1.7%	0.774	0.8%	96%	True	False	601
10	98.420	96.710	1.710	1.7%	0.735	0.7%	96%	True	False	647
20	98.620	95.945	2.675	2.7%	0.757	0.8%	90%	False	False	595
40	98.620	94.090	4.530	4.6%	0.768	0.8%	94%	False	False	439
60	98.620	93.815	4.805	4.9%	0.835	0.8%	94%	False	False	335
80	100.750	93.815	6.935	7.1%	0.850	0.9%	65%	False	False	269
100	102.000	93.815	8.185	8.3%	0.915	0.9%	55%	False	False	232
120	102.450	93.815	8.635	8.8%	0.874	0.9%	52%	False	False	200

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.110
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.756
2.618	100.475
1.618	99.690
1.000	99.205
0.618	98.905
HIGH	98.420
0.618	98.120
0.500	98.028
0.382	97.935
LOW	97.635
0.618	97.150
1.000	96.850
1.618	96.365
2.618	95.580
4.250	94.299

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	98.239	98.086
PP	98.133	97.828
S1	98.028	97.570

Download as Excel Spreadsheet

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

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