ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	96.490	96.140	-0.350	-0.4%	96.420
High	96.530	96.640	0.110	0.1%	96.920
Low	96.040	96.120	0.080	0.1%	95.500
Close	96.233	96.215	-0.018	0.0%	96.525
Range	0.490	0.520	0.030	6.1%	1.420
ATR	0.889	0.863	-0.026	-3.0%	0.000
Volume	10,771	35,861	25,090	232.9%	16,875

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.885	97.570	96.501
R3	97.365	97.050	96.358
R2	96.845	96.845	96.310
R1	96.530	96.530	96.263	96.688
PP	96.325	96.325	96.325	96.404
S1	96.010	96.010	96.167	96.168
S2	95.805	95.805	96.120
S3	95.285	95.490	96.072
S4	94.765	94.970	95.929

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	95.740	1.180	1.2%	0.689	0.7%	40%	False	False	11,675
10	96.920	94.045	2.875	3.0%	0.845	0.9%	75%	False	False	7,159
20	97.700	92.850	4.850	5.0%	0.903	0.9%	69%	False	False	4,655
40	98.740	92.850	5.890	6.1%	0.811	0.8%	57%	False	False	2,655
60	98.740	92.850	5.890	6.1%	0.810	0.8%	57%	False	False	1,900
80	98.740	92.850	5.890	6.1%	0.846	0.9%	57%	False	False	1,464
100	99.630	92.850	6.780	7.0%	0.849	0.9%	50%	False	False	1,186
120	101.190	92.850	8.340	8.7%	0.850	0.9%	40%	False	False	998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.126
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.850
2.618	98.001
1.618	97.481
1.000	97.160
0.618	96.961
HIGH	96.640
0.618	96.441
0.500	96.380
0.382	96.319
LOW	96.120
0.618	95.799
1.000	95.600
1.618	95.279
2.618	94.759
4.250	93.910

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	96.380	96.353
PP	96.325	96.307
S1	96.270	96.261

Download as Excel Spreadsheet

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

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