ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	97.540	97.495	-0.045	0.0%	97.670
High	97.925	97.700	-0.225	-0.2%	98.740
Low	97.250	96.275	-0.975	-1.0%	97.615
Close	97.663	96.610	-1.053	-1.1%	97.949
Range	0.675	1.425	0.750	111.1%	1.125
ATR	0.782	0.828	0.046	5.9%	0.000
Volume	1,313	1,406	93	7.1%	3,640

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.137	100.298	97.394
R3	99.712	98.873	97.002
R2	98.287	98.287	96.871
R1	97.448	97.448	96.741	97.155
PP	96.862	96.862	96.862	96.715
S1	96.023	96.023	96.479	95.730
S2	95.437	95.437	96.349
S3	94.012	94.598	96.218
S4	92.587	93.173	95.826

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	96.275	2.465	2.6%	0.914	0.9%	14%	False	True	1,043
10	98.740	96.275	2.465	2.6%	0.828	0.9%	14%	False	True	820
20	98.740	96.275	2.465	2.6%	0.754	0.8%	14%	False	True	703
40	98.740	94.090	4.650	4.8%	0.770	0.8%	54%	False	False	547
60	98.740	94.090	4.650	4.8%	0.828	0.9%	54%	False	False	423
80	99.390	93.815	5.575	5.8%	0.845	0.9%	50%	False	False	336
100	101.190	93.815	7.375	7.6%	0.841	0.9%	38%	False	False	278
120	102.450	93.815	8.635	8.9%	0.908	0.9%	32%	False	False	246

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.236
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	103.756
2.618	101.431
1.618	100.006
1.000	99.125
0.618	98.581
HIGH	97.700
0.618	97.156
0.500	96.988
0.382	96.819
LOW	96.275
0.618	95.394
1.000	94.850
1.618	93.969
2.618	92.544
4.250	90.219

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	96.988	97.285
PP	96.862	97.060
S1	96.736	96.835

Download as Excel Spreadsheet

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

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