ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	96.125	95.235	-0.890	-0.9%	96.885
High	96.125	95.270	-0.855	-0.9%	97.400
Low	95.150	92.850	-2.300	-2.4%	95.150
Close	95.330	93.676	-1.654	-1.7%	95.330
Range	0.975	2.420	1.445	148.2%	2.250
ATR	0.779	0.900	0.122	15.6%	0.000
Volume	1,858	2,289	431	23.2%	7,210

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.192	99.854	95.007
R3	98.772	97.434	94.342
R2	96.352	96.352	94.120
R1	95.014	95.014	93.898	94.473
PP	93.932	93.932	93.932	93.662
S1	92.594	92.594	93.454	92.053
S2	91.512	91.512	93.232
S3	89.092	90.174	93.011
S4	86.672	87.754	92.345

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	92.850	4.550	4.9%	1.066	1.1%	18%	False	True	1,249
10	97.925	92.850	5.075	5.4%	0.907	1.0%	16%	False	True	1,569
20	98.740	92.850	5.890	6.3%	0.826	0.9%	14%	False	True	1,126
40	98.740	92.850	5.890	6.3%	0.785	0.8%	14%	False	True	808
60	98.740	92.850	5.890	6.3%	0.844	0.9%	14%	False	True	620
80	98.740	92.850	5.890	6.3%	0.840	0.9%	14%	False	True	490
100	101.190	92.850	8.340	8.9%	0.837	0.9%	10%	False	True	402
120	102.450	92.850	9.600	10.2%	0.919	1.0%	9%	False	True	352

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	0.135
Widest range in 111 trading days

Fibonacci Retracements and Extensions
4.250	105.555
2.618	101.606
1.618	99.186
1.000	97.690
0.618	96.766
HIGH	95.270
0.618	94.346
0.500	94.060
0.382	93.774
LOW	92.850
0.618	91.354
1.000	90.430
1.618	88.934
2.618	86.514
4.250	82.565

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	94.060	94.875
PP	93.932	94.475
S1	93.804	94.076

Download as Excel Spreadsheet

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

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