ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	95.765	95.455	-0.310	-0.3%	96.490
High	96.010	95.530	-0.480	-0.5%	96.640
Low	95.300	94.485	-0.815	-0.9%	95.290
Close	95.546	94.677	-0.869	-0.9%	95.379
Range	0.710	1.045	0.335	47.2%	1.350
ATR	0.797	0.816	0.019	2.4%	0.000
Volume	26,770	48,962	22,192	82.9%	152,528

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.032	97.400	95.252
R3	96.987	96.355	94.964
R2	95.942	95.942	94.869
R1	95.310	95.310	94.773	95.104
PP	94.897	94.897	94.897	94.794
S1	94.265	94.265	94.581	94.059
S2	93.852	93.852	94.485
S3	92.807	93.220	94.390
S4	91.762	92.175	94.102

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	96.010	94.485	1.525	1.6%	0.692	0.7%	13%	False	True	33,522
10	96.920	94.485	2.435	2.6%	0.726	0.8%	8%	False	True	28,031
20	96.920	92.850	4.070	4.3%	0.912	1.0%	45%	False	False	15,402
40	98.740	92.850	5.890	6.2%	0.820	0.9%	31%	False	False	8,183
60	98.740	92.850	5.890	6.2%	0.801	0.8%	31%	False	False	5,595
80	98.740	92.850	5.890	6.2%	0.830	0.9%	31%	False	False	4,253
100	98.740	92.850	5.890	6.2%	0.847	0.9%	31%	False	False	3,425
120	101.190	92.850	8.340	8.8%	0.839	0.9%	22%	False	False	2,862

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.175
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	99.971
2.618	98.266
1.618	97.221
1.000	96.575
0.618	96.176
HIGH	95.530
0.618	95.131
0.500	95.008
0.382	94.884
LOW	94.485
0.618	93.839
1.000	93.440
1.618	92.794
2.618	91.749
4.250	90.044

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	95.008	95.248
PP	94.897	95.057
S1	94.787	94.867

Download as Excel Spreadsheet

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

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