ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	94.940	94.960	0.020	0.0%	95.995
High	94.940	95.025	0.085	0.1%	96.295
Low	94.665	94.575	-0.090	-0.1%	94.745
Close	94.765	94.790	0.025	0.0%	94.883
Range	0.275	0.450	0.175	63.6%	1.550
ATR	0.717	0.698	-0.019	-2.7%	0.000
Volume	15,582	21,226	5,644	36.2%	125,216

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	96.147	95.918	95.038
R3	95.697	95.468	94.914
R2	95.247	95.247	94.873
R1	95.018	95.018	94.831	94.908
PP	94.797	94.797	94.797	94.741
S1	94.568	94.568	94.749	94.458
S2	94.347	94.347	94.708
S3	93.897	94.118	94.666
S4	93.447	93.668	94.543

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.958	98.970	95.736
R3	98.408	97.420	95.309
R2	96.858	96.858	95.167
R1	95.870	95.870	95.025	95.589
PP	95.308	95.308	95.308	95.167
S1	94.320	94.320	94.741	94.039
S2	93.758	93.758	94.599
S3	92.208	92.770	94.457
S4	90.658	91.220	94.031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.795	94.575	1.220	1.3%	0.489	0.5%	18%	False	True	23,769
10	96.635	94.575	2.060	2.2%	0.631	0.7%	10%	False	True	25,702
20	96.880	94.195	2.685	2.8%	0.713	0.8%	22%	False	False	31,294
40	97.400	92.850	4.550	4.8%	0.795	0.8%	43%	False	False	21,483
60	98.740	92.850	5.890	6.2%	0.784	0.8%	33%	False	False	14,643
80	98.740	92.850	5.890	6.2%	0.781	0.8%	33%	False	False	11,081
100	98.740	92.850	5.890	6.2%	0.802	0.8%	33%	False	False	8,910
120	98.740	92.850	5.890	6.2%	0.820	0.9%	33%	False	False	7,439

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.133
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.938
2.618	96.203
1.618	95.753
1.000	95.475
0.618	95.303
HIGH	95.025
0.618	94.853
0.500	94.800
0.382	94.747
LOW	94.575
0.618	94.297
1.000	94.125
1.618	93.847
2.618	93.397
4.250	92.663

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	94.800	94.998
PP	94.797	94.928
S1	94.793	94.859

Download as Excel Spreadsheet

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

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