ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	97.265	96.805	-0.460	-0.5%	97.985
High	97.400	96.900	-0.500	-0.5%	98.295
Low	96.670	96.035	-0.635	-0.7%	96.275
Close	96.687	96.325	-0.362	-0.4%	96.853
Range	0.730	0.865	0.135	18.5%	2.020
ATR	0.739	0.748	0.009	1.2%	0.000
Volume	477	974	497	104.2%	7,276

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.015	98.535	96.801
R3	98.150	97.670	96.563
R2	97.285	97.285	96.484
R1	96.805	96.805	96.404	96.613
PP	96.420	96.420	96.420	96.324
S1	95.940	95.940	96.246	95.748
S2	95.555	95.555	96.166
S3	94.690	95.075	96.087
S4	93.825	94.210	95.849

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	96.035	1.365	1.4%	0.583	0.6%	21%	False	True	1,248
10	98.740	96.035	2.705	2.8%	0.766	0.8%	11%	False	True	1,318
20	98.740	96.035	2.705	2.8%	0.730	0.8%	11%	False	True	989
40	98.740	95.195	3.545	3.7%	0.758	0.8%	32%	False	False	712
60	98.740	94.090	4.650	4.8%	0.805	0.8%	48%	False	False	553
80	98.740	93.815	4.925	5.1%	0.821	0.9%	51%	False	False	442
100	101.190	93.815	7.375	7.7%	0.827	0.9%	34%	False	False	362
120	102.450	93.815	8.635	9.0%	0.909	0.9%	29%	False	False	318

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.215
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	100.576
2.618	99.165
1.618	98.300
1.000	97.765
0.618	97.435
HIGH	96.900
0.618	96.570
0.500	96.468
0.382	96.365
LOW	96.035
0.618	95.500
1.000	95.170
1.618	94.635
2.618	93.770
4.250	92.359

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	96.468	96.718
PP	96.420	96.587
S1	96.373	96.456

Download as Excel Spreadsheet

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

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