ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	96.690	96.655	-0.035	0.0%	97.985
High	97.130	97.005	-0.125	-0.1%	98.295
Low	96.475	96.445	-0.030	0.0%	96.275
Close	96.774	96.853	0.079	0.1%	96.853
Range	0.655	0.560	-0.095	-14.5%	2.020
ATR	0.816	0.797	-0.018	-2.2%	0.000
Volume	2,592	889	-1,703	-65.7%	7,276

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.448	98.210	97.161
R3	97.888	97.650	97.007
R2	97.328	97.328	96.956
R1	97.090	97.090	96.904	97.209
PP	96.768	96.768	96.768	96.827
S1	96.530	96.530	96.802	96.649
S2	96.208	96.208	96.750
S3	95.648	95.970	96.699
S4	95.088	95.410	96.545

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	103.201	102.047	97.964
R3	101.181	100.027	97.409
R2	99.161	99.161	97.223
R1	98.007	98.007	97.038	97.574
PP	97.141	97.141	97.141	96.925
S1	95.987	95.987	96.668	95.554
S2	95.121	95.121	96.483
S3	93.101	93.967	96.298
S4	91.081	91.947	95.742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.295	96.275	2.020	2.1%	0.842	0.9%	29%	False	False	1,455
10	98.740	96.275	2.465	2.5%	0.761	0.8%	23%	False	False	1,091
20	98.740	96.275	2.465	2.5%	0.760	0.8%	23%	False	False	820
40	98.740	94.370	4.370	4.5%	0.771	0.8%	57%	False	False	605
60	98.740	94.090	4.650	4.8%	0.831	0.9%	59%	False	False	474
80	98.740	93.815	4.925	5.1%	0.836	0.9%	62%	False	False	377
100	101.190	93.815	7.375	7.6%	0.830	0.9%	41%	False	False	313
120	102.450	93.815	8.635	8.9%	0.907	0.9%	35%	False	False	275

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.253
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	99.385
2.618	98.471
1.618	97.911
1.000	97.565
0.618	97.351
HIGH	97.005
0.618	96.791
0.500	96.725
0.382	96.659
LOW	96.445
0.618	96.099
1.000	95.885
1.618	95.539
2.618	94.979
4.250	94.065

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	96.810	96.988
PP	96.768	96.943
S1	96.725	96.898

Download as Excel Spreadsheet

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

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