ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	98.415	98.290	-0.125	-0.1%	97.705
High	98.630	98.585	-0.045	0.0%	98.200
Low	98.015	98.100	0.085	0.1%	96.710
Close	98.358	98.229	-0.129	-0.1%	97.761
Range	0.615	0.485	-0.130	-21.1%	1.490
ATR	0.780	0.759	-0.021	-2.7%	0.000
Volume	404	864	460	113.9%	2,563

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.760	99.479	98.496
R3	99.275	98.994	98.362
R2	98.790	98.790	98.318
R1	98.509	98.509	98.273	98.407
PP	98.305	98.305	98.305	98.254
S1	98.024	98.024	98.185	97.922
S2	97.820	97.820	98.140
S3	97.335	97.539	98.096
S4	96.850	97.054	97.962

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	98.630	96.720	1.910	1.9%	0.719	0.7%	79%	False	False	693
10	98.630	96.710	1.920	2.0%	0.695	0.7%	79%	False	False	661
20	98.630	95.945	2.685	2.7%	0.736	0.7%	85%	False	False	585
40	98.630	94.090	4.540	4.6%	0.750	0.8%	91%	False	False	459
60	98.630	93.815	4.815	4.9%	0.820	0.8%	92%	False	False	355
80	99.835	93.815	6.020	6.1%	0.835	0.8%	73%	False	False	283
100	101.190	93.815	7.375	7.5%	0.871	0.9%	60%	False	False	243
120	102.450	93.815	8.635	8.8%	0.882	0.9%	51%	False	False	210

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.127
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.646
2.618	99.855
1.618	99.370
1.000	99.070
0.618	98.885
HIGH	98.585
0.618	98.400
0.500	98.343
0.382	98.285
LOW	98.100
0.618	97.800
1.000	97.615
1.618	97.315
2.618	96.830
4.250	96.039

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	98.343	98.197
PP	98.305	98.165
S1	98.267	98.133

Download as Excel Spreadsheet

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

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