ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	95.235	93.880	-1.355	-1.4%	96.885
High	95.270	95.040	-0.230	-0.2%	97.400
Low	92.850	93.830	0.980	1.1%	95.150
Close	93.676	94.869	1.193	1.3%	95.330
Range	2.420	1.210	-1.210	-50.0%	2.250
ATR	0.900	0.933	0.033	3.7%	0.000
Volume	2,289	7,127	4,838	211.4%	7,210

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.210	97.749	95.535
R3	97.000	96.539	95.202
R2	95.790	95.790	95.091
R1	95.329	95.329	94.980	95.560
PP	94.580	94.580	94.580	94.695
S1	94.119	94.119	94.758	94.350
S2	93.370	93.370	94.647
S3	92.160	92.909	94.536
S4	90.950	91.699	94.204

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	4.8%	1.240	1.3%	44%	False	False	2,545
10	97.700	92.850	4.850	5.1%	0.960	1.0%	42%	False	False	2,151
20	98.740	92.850	5.890	6.2%	0.862	0.9%	34%	False	False	1,436
40	98.740	92.850	5.890	6.2%	0.794	0.8%	34%	False	False	963
60	98.740	92.850	5.890	6.2%	0.830	0.9%	34%	False	False	738
80	98.740	92.850	5.890	6.2%	0.850	0.9%	34%	False	False	576
100	101.190	92.850	8.340	8.8%	0.846	0.9%	24%	False	False	473
120	102.450	92.850	9.600	10.1%	0.924	1.0%	21%	False	False	411

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.111
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.183
2.618	98.208
1.618	96.998
1.000	96.250
0.618	95.788
HIGH	95.040
0.618	94.578
0.500	94.435
0.382	94.292
LOW	93.830
0.618	93.082
1.000	92.620
1.618	91.872
2.618	90.662
4.250	88.688

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	94.724	94.742
PP	94.580	94.615
S1	94.435	94.488

Download as Excel Spreadsheet

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

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