ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	96.525	96.360	-0.165	-0.2%	95.290
High	96.715	96.465	-0.250	-0.3%	96.010
Low	96.185	95.575	-0.610	-0.6%	94.195
Close	96.206	96.149	-0.057	-0.1%	94.996
Range	0.530	0.890	0.360	67.9%	1.815
ATR	0.836	0.840	0.004	0.5%	0.000
Volume	40,598	49,554	8,956	22.1%	153,770

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.733	98.331	96.639
R3	97.843	97.441	96.394
R2	96.953	96.953	96.312
R1	96.551	96.551	96.231	96.307
PP	96.063	96.063	96.063	95.941
S1	95.661	95.661	96.067	95.417
S2	95.173	95.173	95.986
S3	94.283	94.771	95.904
S4	93.393	93.881	95.660

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	96.715	94.195	2.520	2.6%	0.877	0.9%	78%	False	False	38,478
10	96.715	94.195	2.520	2.6%	0.785	0.8%	78%	False	False	36,000
20	96.920	94.195	2.725	2.8%	0.770	0.8%	72%	False	False	24,261
40	98.740	92.850	5.890	6.1%	0.840	0.9%	56%	False	False	12,912
60	98.740	92.850	5.890	6.1%	0.800	0.8%	56%	False	False	8,775
80	98.740	92.850	5.890	6.1%	0.822	0.9%	56%	False	False	6,653
100	98.740	92.850	5.890	6.1%	0.841	0.9%	56%	False	False	5,343
120	101.190	92.850	8.340	8.7%	0.839	0.9%	40%	False	False	4,462

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.218
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.248
2.618	98.795
1.618	97.905
1.000	97.355
0.618	97.015
HIGH	96.465
0.618	96.125
0.500	96.020
0.382	95.915
LOW	95.575
0.618	95.025
1.000	94.685
1.618	94.135
2.618	93.245
4.250	91.793

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	96.106	96.148
PP	96.063	96.146
S1	96.020	96.145

Download as Excel Spreadsheet

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

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