ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	96.805	96.125	-0.680	-0.7%	96.885
High	96.900	96.125	-0.775	-0.8%	97.400
Low	96.035	95.150	-0.885	-0.9%	95.150
Close	96.325	95.330	-0.995	-1.0%	95.330
Range	0.865	0.975	0.110	12.7%	2.250
ATR	0.748	0.779	0.030	4.1%	0.000
Volume	974	1,858	884	90.8%	7,210

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.460	97.870	95.866
R3	97.485	96.895	95.598
R2	96.510	96.510	95.509
R1	95.920	95.920	95.419	95.728
PP	95.535	95.535	95.535	95.439
S1	94.945	94.945	95.241	94.753
S2	94.560	94.560	95.151
S3	93.585	93.970	95.062
S4	92.610	92.995	94.794

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.710	101.270	96.568
R3	100.460	99.020	95.949
R2	98.210	98.210	95.743
R1	96.770	96.770	95.536	96.365
PP	95.960	95.960	95.960	95.758
S1	94.520	94.520	95.124	94.115
S2	93.710	93.710	94.918
S3	91.460	92.270	94.711
S4	89.210	90.020	94.093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.400	95.150	2.250	2.4%	0.666	0.7%	8%	False	True	1,442
10	98.295	95.150	3.145	3.3%	0.754	0.8%	6%	False	True	1,448
20	98.740	95.150	3.590	3.8%	0.756	0.8%	5%	False	True	1,034
40	98.740	95.150	3.590	3.8%	0.770	0.8%	5%	False	True	754
60	98.740	94.090	4.650	4.9%	0.816	0.9%	27%	False	False	583
80	98.740	93.815	4.925	5.2%	0.819	0.9%	31%	False	False	462
100	101.190	93.815	7.375	7.7%	0.824	0.9%	21%	False	False	380
120	102.450	93.815	8.635	9.1%	0.910	1.0%	18%	False	False	333

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	0.163
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	100.269
2.618	98.678
1.618	97.703
1.000	97.100
0.618	96.728
HIGH	96.125
0.618	95.753
0.500	95.638
0.382	95.522
LOW	95.150
0.618	94.547
1.000	94.175
1.618	93.572
2.618	92.597
4.250	91.006

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	95.638	96.275
PP	95.535	95.960
S1	95.433	95.645

Download as Excel Spreadsheet

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

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