ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	96.095	95.685	-0.410	-0.4%	96.490
High	96.430	95.870	-0.560	-0.6%	96.640
Low	95.575	95.290	-0.285	-0.3%	95.290
Close	95.632	95.379	-0.253	-0.3%	95.379
Range	0.855	0.580	-0.275	-32.2%	1.350
ATR	0.862	0.842	-0.020	-2.3%	0.000
Volume	56,600	49,296	-7,304	-12.9%	152,528

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.253	96.896	95.698
R3	96.673	96.316	95.539
R2	96.093	96.093	95.485
R1	95.736	95.736	95.432	95.625
PP	95.513	95.513	95.513	95.457
S1	95.156	95.156	95.326	95.045
S2	94.933	94.933	95.273
S3	94.353	94.576	95.220
S4	93.773	93.996	95.060

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.820	98.949	96.122
R3	98.470	97.599	95.750
R2	97.120	97.120	95.627
R1	96.249	96.249	95.503	96.010
PP	95.770	95.770	95.770	95.650
S1	94.899	94.899	95.255	94.660
S2	94.420	94.420	95.132
S3	93.070	93.549	95.008
S4	91.720	92.199	94.637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.895	95.290	1.605	1.7%	0.706	0.7%	6%	False	True	31,579
10	96.920	95.290	1.630	1.7%	0.711	0.7%	5%	False	True	17,190
20	97.400	92.850	4.550	4.8%	0.870	0.9%	56%	False	False	9,750
40	98.740	92.850	5.890	6.2%	0.815	0.9%	43%	False	False	5,281
60	98.740	92.850	5.890	6.2%	0.803	0.8%	43%	False	False	3,650
80	98.740	92.850	5.890	6.2%	0.839	0.9%	43%	False	False	2,784
100	99.390	92.850	6.540	6.9%	0.847	0.9%	39%	False	False	2,243
120	101.190	92.850	8.340	8.7%	0.846	0.9%	30%	False	False	1,878

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.157
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.335
2.618	97.388
1.618	96.808
1.000	96.450
0.618	96.228
HIGH	95.870
0.618	95.648
0.500	95.580
0.382	95.512
LOW	95.290
0.618	94.932
1.000	94.710
1.618	94.352
2.618	93.772
4.250	92.825

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	95.580	95.965
PP	95.513	95.770
S1	95.446	95.574

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

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