ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	96.140	96.095	-0.045	0.0%	96.420
High	96.640	96.430	-0.210	-0.2%	96.920
Low	96.120	95.575	-0.545	-0.6%	95.500
Close	96.215	95.632	-0.583	-0.6%	96.525
Range	0.520	0.855	0.335	64.4%	1.420
ATR	0.863	0.862	-0.001	-0.1%	0.000
Volume	35,861	56,600	20,739	57.8%	16,875

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.444	97.893	96.102
R3	97.589	97.038	95.867
R2	96.734	96.734	95.789
R1	96.183	96.183	95.710	96.031
PP	95.879	95.879	95.879	95.803
S1	95.328	95.328	95.554	95.176
S2	95.024	95.024	95.475
S3	94.169	94.473	95.397
S4	93.314	93.618	95.162

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	95.575	1.345	1.4%	0.760	0.8%	4%	False	True	22,540
10	96.920	95.355	1.565	1.6%	0.755	0.8%	18%	False	False	12,523
20	97.400	92.850	4.550	4.8%	0.874	0.9%	61%	False	False	7,414
40	98.740	92.850	5.890	6.2%	0.814	0.9%	47%	False	False	4,059
60	98.740	92.850	5.890	6.2%	0.804	0.8%	47%	False	False	2,836
80	98.740	92.850	5.890	6.2%	0.839	0.9%	47%	False	False	2,171
100	99.390	92.850	6.540	6.8%	0.851	0.9%	43%	False	False	1,751
120	101.190	92.850	8.340	8.7%	0.847	0.9%	33%	False	False	1,468

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	0.153
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.064
2.618	98.668
1.618	97.813
1.000	97.285
0.618	96.958
HIGH	96.430
0.618	96.103
0.500	96.003
0.382	95.902
LOW	95.575
0.618	95.047
1.000	94.720
1.618	94.192
2.618	93.337
4.250	91.941

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	96.003	96.108
PP	95.879	95.949
S1	95.756	95.791

Download as Excel Spreadsheet

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

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