ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	95.455	94.750	-0.705	-0.7%	95.290
High	95.530	95.535	0.005	0.0%	96.010
Low	94.485	94.195	-0.290	-0.3%	94.195
Close	94.677	94.996	0.319	0.3%	94.996
Range	1.045	1.340	0.295	28.2%	1.815
ATR	0.816	0.853	0.037	4.6%	0.000
Volume	48,962	35,456	-13,506	-27.6%	153,770

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.929	98.302	95.733
R3	97.589	96.962	95.365
R2	96.249	96.249	95.242
R1	95.622	95.622	95.119	95.936
PP	94.909	94.909	94.909	95.065
S1	94.282	94.282	94.873	94.596
S2	93.569	93.569	94.750
S3	92.229	92.942	94.628
S4	90.889	91.602	94.259

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.512	99.569	95.994
R3	98.697	97.754	95.495
R2	96.882	96.882	95.329
R1	95.939	95.939	95.162	95.503
PP	95.067	95.067	95.067	94.849
S1	94.124	94.124	94.830	93.688
S2	93.252	93.252	94.663
S3	91.437	92.309	94.497
S4	89.622	90.494	93.998

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.010	94.195	1.815	1.9%	0.844	0.9%	44%	False	True	30,754
10	96.895	94.195	2.700	2.8%	0.775	0.8%	30%	False	True	31,166
20	96.920	92.850	4.070	4.3%	0.936	1.0%	53%	False	False	17,126
40	98.740	92.850	5.890	6.2%	0.833	0.9%	36%	False	False	9,058
60	98.740	92.850	5.890	6.2%	0.817	0.9%	36%	False	False	6,183
80	98.740	92.850	5.890	6.2%	0.837	0.9%	36%	False	False	4,696
100	98.740	92.850	5.890	6.2%	0.844	0.9%	36%	False	False	3,779
120	101.190	92.850	8.340	8.8%	0.845	0.9%	26%	False	False	3,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.207
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	101.230
2.618	99.043
1.618	97.703
1.000	96.875
0.618	96.363
HIGH	95.535
0.618	95.023
0.500	94.865
0.382	94.707
LOW	94.195
0.618	93.367
1.000	92.855
1.618	92.027
2.618	90.687
4.250	88.500

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	94.952	95.103
PP	94.909	95.067
S1	94.865	95.032

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

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