ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 14-Oct-2015

Day Change Summary
	Previous	Current
	13-Oct-2015	14-Oct-2015	Change	Change %	Previous Week
Open	94.960	94.790	-0.170	-0.2%	95.995
High	95.025	94.795	-0.230	-0.2%	96.295
Low	94.575	93.860	-0.715	-0.8%	94.745
Close	94.790	93.957	-0.833	-0.9%	94.883
Range	0.450	0.935	0.485	107.8%	1.550
ATR	0.698	0.715	0.017	2.4%	0.000
Volume	21,226	36,034	14,808	69.8%	125,216

Daily Pivots for day following 14-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	97.009	96.418	94.471
R3	96.074	95.483	94.214
R2	95.139	95.139	94.128
R1	94.548	94.548	94.043	94.376
PP	94.204	94.204	94.204	94.118
S1	93.613	93.613	93.871	93.441
S2	93.269	93.269	93.786
S3	92.334	92.678	93.700
S4	91.399	91.743	93.443

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	95.720	93.860	1.860	2.0%	0.602	0.6%	5%	False	True	26,630
10	96.635	93.860	2.775	3.0%	0.667	0.7%	3%	False	True	26,894
20	96.880	93.860	3.020	3.2%	0.724	0.8%	3%	False	True	31,757
40	97.400	92.850	4.550	4.8%	0.810	0.9%	24%	False	False	22,367
60	98.740	92.850	5.890	6.3%	0.782	0.8%	19%	False	False	15,236
80	98.740	92.850	5.890	6.3%	0.776	0.8%	19%	False	False	11,528
100	98.740	92.850	5.890	6.3%	0.805	0.9%	19%	False	False	9,269
120	98.740	92.850	5.890	6.3%	0.823	0.9%	19%	False	False	7,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.126
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	98.769
2.618	97.243
1.618	96.308
1.000	95.730
0.618	95.373
HIGH	94.795
0.618	94.438
0.500	94.328
0.382	94.217
LOW	93.860
0.618	93.282
1.000	92.925
1.618	92.347
2.618	91.412
4.250	89.886

Fisher Pivots for day following 14-Oct-2015
Pivot	1 day	3 day
R1	94.328	94.443
PP	94.204	94.281
S1	94.081	94.119

Download as Excel Spreadsheet

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

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