ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 14-Sep-2015

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	95.685	95.290	-0.395	-0.4%	96.490
High	95.870	95.625	-0.245	-0.3%	96.640
Low	95.290	95.065	-0.225	-0.2%	95.290
Close	95.379	95.412	0.033	0.0%	95.379
Range	0.580	0.560	-0.020	-3.4%	1.350
ATR	0.842	0.822	-0.020	-2.4%	0.000
Volume	49,296	20,243	-29,053	-58.9%	152,528

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.047	96.790	95.720
R3	96.487	96.230	95.566
R2	95.927	95.927	95.515
R1	95.670	95.670	95.463	95.799
PP	95.367	95.367	95.367	95.432
S1	95.110	95.110	95.361	95.239
S2	94.807	94.807	95.309
S3	94.247	94.550	95.258
S4	93.687	93.990	95.104

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	96.640	95.065	1.575	1.7%	0.601	0.6%	22%	False	True	34,554
10	96.920	95.065	1.855	1.9%	0.673	0.7%	19%	False	True	18,964
20	97.400	92.850	4.550	4.8%	0.870	0.9%	56%	False	False	10,717
40	98.740	92.850	5.890	6.2%	0.815	0.9%	43%	False	False	5,769
60	98.740	92.850	5.890	6.2%	0.804	0.8%	43%	False	False	3,976
80	98.740	92.850	5.890	6.2%	0.841	0.9%	43%	False	False	3,035
100	98.740	92.850	5.890	6.2%	0.843	0.9%	43%	False	False	2,445
120	101.190	92.850	8.340	8.7%	0.837	0.9%	31%	False	False	2,047

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	0.138
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.005
2.618	97.091
1.618	96.531
1.000	96.185
0.618	95.971
HIGH	95.625
0.618	95.411
0.500	95.345
0.382	95.279
LOW	95.065
0.618	94.719
1.000	94.505
1.618	94.159
2.618	93.599
4.250	92.685

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	95.390	95.748
PP	95.367	95.636
S1	95.345	95.524

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

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