ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	94.590	94.720	0.130	0.1%	94.940
High	94.805	95.045	0.240	0.3%	95.025
Low	94.415	94.595	0.180	0.2%	93.830
Close	94.588	94.953	0.365	0.4%	94.588
Range	0.390	0.450	0.060	15.4%	1.195
ATR	0.697	0.680	-0.017	-2.5%	0.000
Volume	20,540	19,112	-1,428	-7.0%	126,724

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	96.214	96.034	95.201
R3	95.764	95.584	95.077
R2	95.314	95.314	95.036
R1	95.134	95.134	94.994	95.224
PP	94.864	94.864	94.864	94.910
S1	94.684	94.684	94.912	94.774
S2	94.414	94.414	94.871
S3	93.964	94.234	94.829
S4	93.514	93.784	94.706

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.066	97.522	95.245
R3	96.871	96.327	94.917
R2	95.676	95.676	94.807
R1	95.132	95.132	94.698	94.807
PP	94.481	94.481	94.481	94.318
S1	93.937	93.937	94.478	93.612
S2	93.286	93.286	94.369
S3	92.091	92.742	94.259
S4	90.896	91.547	93.931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.045	93.830	1.215	1.3%	0.604	0.6%	92%	True	False	26,050
10	96.275	93.830	2.445	2.6%	0.580	0.6%	46%	False	False	24,706
20	96.880	93.830	3.050	3.2%	0.639	0.7%	37%	False	False	29,361
40	96.920	92.850	4.070	4.3%	0.787	0.8%	52%	False	False	24,110
60	98.740	92.850	5.890	6.2%	0.776	0.8%	36%	False	False	16,418
80	98.740	92.850	5.890	6.2%	0.778	0.8%	36%	False	False	12,432
100	98.740	92.850	5.890	6.2%	0.804	0.8%	36%	False	False	9,993
120	98.740	92.850	5.890	6.2%	0.809	0.9%	36%	False	False	8,345

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	0.091
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.958
2.618	96.223
1.618	95.773
1.000	95.495
0.618	95.323
HIGH	95.045
0.618	94.873
0.500	94.820
0.382	94.767
LOW	94.595
0.618	94.317
1.000	94.145
1.618	93.867
2.618	93.417
4.250	92.683

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	94.909	94.781
PP	94.864	94.609
S1	94.820	94.438

Download as Excel Spreadsheet

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

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