ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 19-Aug-2015

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	97.200	97.265	0.065	0.1%	97.985
High	97.400	97.400	0.000	0.0%	98.295
Low	97.060	96.670	-0.390	-0.4%	96.275
Close	97.388	96.687	-0.701	-0.7%	96.853
Range	0.340	0.730	0.390	114.7%	2.020
ATR	0.740	0.739	-0.001	-0.1%	0.000
Volume	649	477	-172	-26.5%	7,276

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.109	98.628	97.089
R3	98.379	97.898	96.888
R2	97.649	97.649	96.821
R1	97.168	97.168	96.754	97.044
PP	96.919	96.919	96.919	96.857
S1	96.438	96.438	96.620	96.314
S2	96.189	96.189	96.553
S3	95.459	95.708	96.486
S4	94.729	94.978	96.286

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	97.400	96.445	0.955	1.0%	0.541	0.6%	25%	True	False	1,571
10	98.740	96.275	2.465	2.5%	0.728	0.8%	17%	False	False	1,307
20	98.740	96.275	2.465	2.5%	0.728	0.8%	17%	False	False	964
40	98.740	95.195	3.545	3.7%	0.746	0.8%	42%	False	False	692
60	98.740	94.090	4.650	4.8%	0.802	0.8%	56%	False	False	537
80	98.740	93.815	4.925	5.1%	0.831	0.9%	58%	False	False	430
100	101.190	93.815	7.375	7.6%	0.824	0.9%	39%	False	False	354
120	102.450	93.815	8.635	8.9%	0.908	0.9%	33%	False	False	310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.225
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.503
2.618	99.311
1.618	98.581
1.000	98.130
0.618	97.851
HIGH	97.400
0.618	97.121
0.500	97.035
0.382	96.949
LOW	96.670
0.618	96.219
1.000	95.940
1.618	95.489
2.618	94.759
4.250	93.568

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	97.035	97.035
PP	96.919	96.919
S1	96.803	96.803

Download as Excel Spreadsheet

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

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