ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	96.300	96.680	0.380	0.4%	96.420
High	96.920	96.895	-0.025	0.0%	96.920
Low	96.070	95.810	-0.260	-0.3%	95.500
Close	96.706	96.525	-0.181	-0.2%	96.525
Range	0.850	1.085	0.235	27.6%	1.420
ATR	0.908	0.920	0.013	1.4%	0.000
Volume	4,104	5,368	1,264	30.8%	16,875

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.665	99.180	97.122
R3	98.580	98.095	96.823
R2	97.495	97.495	96.724
R1	97.010	97.010	96.624	96.710
PP	96.410	96.410	96.410	96.260
S1	95.925	95.925	96.426	95.625
S2	95.325	95.325	96.326
S3	94.240	94.840	96.227
S4	93.155	93.755	95.928

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.575	99.970	97.306
R3	99.155	98.550	96.916
R2	97.735	97.735	96.785
R1	97.130	97.130	96.655	97.433
PP	96.315	96.315	96.315	96.466
S1	95.710	95.710	96.395	96.013
S2	94.895	94.895	96.265
S3	93.475	94.290	96.135
S4	92.055	92.870	95.744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.920	95.500	1.420	1.5%	0.744	0.8%	72%	False	False	3,375
10	96.920	92.850	4.070	4.2%	1.107	1.1%	90%	False	False	3,437
20	98.295	92.850	5.445	5.6%	0.931	1.0%	67%	False	False	2,443
40	98.740	92.850	5.890	6.1%	0.836	0.9%	62%	False	False	1,520
60	98.740	92.850	5.890	6.1%	0.814	0.8%	62%	False	False	1,128
80	98.740	92.850	5.890	6.1%	0.854	0.9%	62%	False	False	882
100	99.630	92.850	6.780	7.0%	0.852	0.9%	54%	False	False	720
120	101.190	92.850	8.340	8.6%	0.869	0.9%	44%	False	False	612

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	0.128
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	101.506
2.618	99.736
1.618	98.651
1.000	97.980
0.618	97.566
HIGH	96.895
0.618	96.481
0.500	96.353
0.382	96.224
LOW	95.810
0.618	95.139
1.000	94.725
1.618	94.054
2.618	92.969
4.250	91.199

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	96.468	96.460
PP	96.410	96.395
S1	96.353	96.330

Download as Excel Spreadsheet

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

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