ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	96.190	96.055	-0.135	-0.1%	95.440
High	96.385	96.565	0.180	0.2%	96.880
Low	95.825	95.985	0.160	0.2%	95.180
Close	95.993	96.480	0.487	0.5%	96.434
Range	0.560	0.580	0.020	3.6%	1.700
ATR	0.799	0.784	-0.016	-2.0%	0.000
Volume	28,185	24,115	-4,070	-14.4%	200,822

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.083	97.862	96.799
R3	97.503	97.282	96.640
R2	96.923	96.923	96.586
R1	96.702	96.702	96.533	96.813
PP	96.343	96.343	96.343	96.399
S1	96.122	96.122	96.427	96.233
S2	95.763	95.763	96.374
S3	95.183	95.542	96.321
S4	94.603	94.962	96.161

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.265	100.549	97.369
R3	99.565	98.849	96.902
R2	97.865	97.865	96.746
R1	97.149	97.149	96.590	97.507
PP	96.165	96.165	96.165	96.344
S1	95.449	95.449	96.278	95.807
S2	94.465	94.465	96.122
S3	92.765	93.749	95.967
S4	91.065	92.049	95.499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.880	95.575	1.305	1.4%	0.655	0.7%	69%	False	False	34,881
10	96.880	94.195	2.685	2.8%	0.782	0.8%	85%	False	False	36,620
20	96.920	94.195	2.725	2.8%	0.727	0.8%	84%	False	False	29,991
40	98.740	92.850	5.890	6.1%	0.822	0.9%	62%	False	False	15,969
60	98.740	92.850	5.890	6.1%	0.801	0.8%	62%	False	False	10,844
80	98.740	92.850	5.890	6.1%	0.795	0.8%	62%	False	False	8,204
100	98.740	92.850	5.890	6.1%	0.830	0.9%	62%	False	False	6,588
120	100.750	92.850	7.900	8.2%	0.841	0.9%	46%	False	False	5,502

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	0.204
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.030
2.618	98.083
1.618	97.503
1.000	97.145
0.618	96.923
HIGH	96.565
0.618	96.343
0.500	96.275
0.382	96.207
LOW	95.985
0.618	95.627
1.000	95.405
1.618	95.047
2.618	94.467
4.250	93.520

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	96.412	96.403
PP	96.343	96.325
S1	96.275	96.248

Download as Excel Spreadsheet

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

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