ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 06-Oct-2015

Day Change Summary
	Previous	Current
	05-Oct-2015	06-Oct-2015	Change	Change %	Previous Week
Open	95.995	96.165	0.170	0.2%	96.360
High	96.295	96.275	-0.020	0.0%	96.670
Low	95.550	95.490	-0.060	-0.1%	95.300
Close	96.240	95.563	-0.677	-0.7%	95.967
Range	0.745	0.785	0.040	5.4%	1.370
ATR	0.794	0.794	-0.001	-0.1%	0.000
Volume	23,984	19,193	-4,791	-20.0%	151,854

Daily Pivots for day following 06-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.131	97.632	95.995
R3	97.346	96.847	95.779
R2	96.561	96.561	95.707
R1	96.062	96.062	95.635	95.919
PP	95.776	95.776	95.776	95.705
S1	95.277	95.277	95.491	95.134
S2	94.991	94.991	95.419
S3	94.206	94.492	95.347
S4	93.421	93.707	95.131

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.089	99.398	96.721
R3	98.719	98.028	96.344
R2	97.349	97.349	96.218
R1	96.658	96.658	96.093	96.319
PP	95.979	95.979	95.979	95.809
S1	95.288	95.288	95.841	94.949
S2	94.609	94.609	95.716
S3	93.239	93.918	95.590
S4	91.869	92.548	95.214

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.635	95.300	1.335	1.4%	0.773	0.8%	20%	False	False	27,635
10	96.880	95.300	1.580	1.7%	0.709	0.7%	17%	False	False	32,906
20	96.880	94.195	2.685	2.8%	0.745	0.8%	51%	False	False	34,569
40	97.925	92.850	5.075	5.3%	0.827	0.9%	53%	False	False	18,748
60	98.740	92.850	5.890	6.2%	0.793	0.8%	46%	False	False	12,705
80	98.740	92.850	5.890	6.2%	0.796	0.8%	46%	False	False	9,621
100	98.740	92.850	5.890	6.2%	0.829	0.9%	46%	False	False	7,727
120	99.630	92.850	6.780	7.1%	0.831	0.9%	40%	False	False	6,451

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	0.190
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.611
2.618	98.330
1.618	97.545
1.000	97.060
0.618	96.760
HIGH	96.275
0.618	95.975
0.500	95.883
0.382	95.790
LOW	95.490
0.618	95.005
1.000	94.705
1.618	94.220
2.618	93.435
4.250	92.154

Fisher Pivots for day following 06-Oct-2015
Pivot	1 day	3 day
R1	95.883	95.905
PP	95.776	95.791
S1	95.670	95.677

Download as Excel Spreadsheet

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

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