ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	96.160	95.740	-0.420	-0.4%	95.235
High	96.160	96.240	0.080	0.1%	96.635
Low	95.500	95.740	0.240	0.3%	92.850
Close	95.729	96.127	0.398	0.4%	96.408
Range	0.660	0.500	-0.160	-24.2%	3.785
ATR	0.943	0.912	-0.031	-3.3%	0.000
Volume	3,062	2,272	-790	-25.8%	17,500

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.536	97.331	96.402
R3	97.036	96.831	96.265
R2	96.536	96.536	96.219
R1	96.331	96.331	96.173	96.434
PP	96.036	96.036	96.036	96.087
S1	95.831	95.831	96.081	95.934
S2	95.536	95.536	96.035
S3	95.036	95.331	95.990
S4	94.536	94.831	95.852

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	106.653	105.315	98.490
R3	102.868	101.530	97.449
R2	99.083	99.083	97.102
R1	97.745	97.745	96.755	98.414
PP	95.298	95.298	95.298	95.632
S1	93.960	93.960	96.061	94.629
S2	91.513	91.513	95.714
S3	87.728	90.175	95.367
S4	83.943	86.390	94.326

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.635	95.355	1.280	1.3%	0.750	0.8%	60%	False	False	2,506
10	96.900	92.850	4.050	4.2%	1.098	1.1%	81%	False	False	2,773
20	98.740	92.850	5.890	6.1%	0.913	0.9%	56%	False	False	2,040
40	98.740	92.850	5.890	6.1%	0.831	0.9%	56%	False	False	1,308
60	98.740	92.850	5.890	6.1%	0.812	0.8%	56%	False	False	976
80	98.740	92.850	5.890	6.1%	0.852	0.9%	56%	False	False	766
100	100.520	92.850	7.670	8.0%	0.857	0.9%	43%	False	False	626
120	102.000	92.850	9.150	9.5%	0.915	1.0%	36%	False	False	536

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.093
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	98.365
2.618	97.549
1.618	97.049
1.000	96.740
0.618	96.549
HIGH	96.240
0.618	96.049
0.500	95.990
0.382	95.931
LOW	95.740
0.618	95.431
1.000	95.240
1.618	94.931
2.618	94.431
4.250	93.615

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	96.081	96.093
PP	96.036	96.059
S1	95.990	96.025

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

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