ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	97.985	97.540	-0.445	-0.5%	97.670
High	98.295	97.925	-0.370	-0.4%	98.740
Low	97.400	97.250	-0.150	-0.2%	97.615
Close	97.517	97.663	0.146	0.1%	97.949
Range	0.895	0.675	-0.220	-24.6%	1.125
ATR	0.790	0.782	-0.008	-1.0%	0.000
Volume	1,076	1,313	237	22.0%	3,640

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.638	99.325	98.034
R3	98.963	98.650	97.849
R2	98.288	98.288	97.787
R1	97.975	97.975	97.725	98.132
PP	97.613	97.613	97.613	97.691
S1	97.300	97.300	97.601	97.457
S2	96.938	96.938	97.539
S3	96.263	96.625	97.477
S4	95.588	95.950	97.292

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.476	100.838	98.568
R3	100.351	99.713	98.258
R2	99.226	99.226	98.155
R1	98.588	98.588	98.052	98.907
PP	98.101	98.101	98.101	98.261
S1	97.463	97.463	97.846	97.782
S2	96.976	96.976	97.743
S3	95.851	96.338	97.640
S4	94.726	95.213	97.330

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.740	97.250	1.490	1.5%	0.752	0.8%	28%	False	True	843
10	98.740	96.720	2.020	2.1%	0.763	0.8%	47%	False	False	722
20	98.740	96.710	2.030	2.1%	0.720	0.7%	47%	False	False	655
40	98.740	94.090	4.650	4.8%	0.764	0.8%	77%	False	False	523
60	98.740	94.090	4.650	4.8%	0.827	0.8%	77%	False	False	400
80	99.630	93.815	5.815	6.0%	0.836	0.9%	66%	False	False	318
100	101.190	93.815	7.375	7.6%	0.839	0.9%	52%	False	False	267
120	102.450	93.815	8.635	8.8%	0.898	0.9%	45%	False	False	235

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	0.228
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.794
2.618	99.692
1.618	99.017
1.000	98.600
0.618	98.342
HIGH	97.925
0.618	97.667
0.500	97.588
0.382	97.508
LOW	97.250
0.618	96.833
1.000	96.575
1.618	96.158
2.618	95.483
4.250	94.381

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	97.638	97.995
PP	97.613	97.884
S1	97.588	97.774

Download as Excel Spreadsheet

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

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