ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	95.460	95.765	0.305	0.3%	96.490
High	95.850	96.010	0.160	0.2%	96.640
Low	95.285	95.300	0.015	0.0%	95.290
Close	95.785	95.546	-0.239	-0.2%	95.379
Range	0.565	0.710	0.145	25.7%	1.350
ATR	0.804	0.797	-0.007	-0.8%	0.000
Volume	22,339	26,770	4,431	19.8%	152,528

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.749	97.357	95.937
R3	97.039	96.647	95.741
R2	96.329	96.329	95.676
R1	95.937	95.937	95.611	95.778
PP	95.619	95.619	95.619	95.539
S1	95.227	95.227	95.481	95.068
S2	94.909	94.909	95.416
S3	94.199	94.517	95.351
S4	93.489	93.807	95.156

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	96.430	95.065	1.365	1.4%	0.654	0.7%	35%	False	False	35,049
10	96.920	95.065	1.855	1.9%	0.672	0.7%	26%	False	False	23,362
20	97.400	92.850	4.550	4.8%	0.896	0.9%	59%	False	False	12,978
40	98.740	92.850	5.890	6.2%	0.811	0.8%	46%	False	False	6,976
60	98.740	92.850	5.890	6.2%	0.793	0.8%	46%	False	False	4,785
80	98.740	92.850	5.890	6.2%	0.825	0.9%	46%	False	False	3,647
100	98.740	92.850	5.890	6.2%	0.843	0.9%	46%	False	False	2,936
120	101.190	92.850	8.340	8.7%	0.836	0.9%	32%	False	False	2,455

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.167
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.028
2.618	97.869
1.618	97.159
1.000	96.720
0.618	96.449
HIGH	96.010
0.618	95.739
0.500	95.655
0.382	95.571
LOW	95.300
0.618	94.861
1.000	94.590
1.618	94.151
2.618	93.441
4.250	92.283

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	95.655	95.543
PP	95.619	95.540
S1	95.582	95.538

Download as Excel Spreadsheet

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

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