ICE US Dollar Index Future December 2015

Trading Metrics calculated at close of trading on 20-Oct-2015

Day Change Summary
	Previous	Current
	19-Oct-2015	20-Oct-2015	Change	Change %	Previous Week
Open	94.720	94.970	0.250	0.3%	94.940
High	95.045	94.985	-0.060	-0.1%	95.025
Low	94.595	94.630	0.035	0.0%	93.830
Close	94.953	94.939	-0.014	0.0%	94.588
Range	0.450	0.355	-0.095	-21.1%	1.195
ATR	0.680	0.657	-0.023	-3.4%	0.000
Volume	19,112	16,706	-2,406	-12.6%	126,724

Daily Pivots for day following 20-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	95.916	95.783	95.134
R3	95.561	95.428	95.037
R2	95.206	95.206	95.004
R1	95.073	95.073	94.972	94.962
PP	94.851	94.851	94.851	94.796
S1	94.718	94.718	94.906	94.607
S2	94.496	94.496	94.874
S3	94.141	94.363	94.841
S4	93.786	94.008	94.744

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%	0.585	0.6%	91%	False	False	25,146
10	95.795	93.830	1.965	2.1%	0.537	0.6%	56%	False	False	24,458
20	96.880	93.830	3.050	3.2%	0.623	0.7%	36%	False	False	28,682
40	96.920	93.830	3.090	3.3%	0.735	0.8%	36%	False	False	24,470
60	98.740	92.850	5.890	6.2%	0.765	0.8%	35%	False	False	16,689
80	98.740	92.850	5.890	6.2%	0.760	0.8%	35%	False	False	12,639
100	98.740	92.850	5.890	6.2%	0.801	0.8%	35%	False	False	10,160
120	98.740	92.850	5.890	6.2%	0.805	0.8%	35%	False	False	8,483

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.082
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	96.494
2.618	95.914
1.618	95.559
1.000	95.340
0.618	95.204
HIGH	94.985
0.618	94.849
0.500	94.808
0.382	94.766
LOW	94.630
0.618	94.411
1.000	94.275
1.618	94.056
2.618	93.701
4.250	93.121

Fisher Pivots for day following 20-Oct-2015
Pivot	1 day	3 day
R1	94.895	94.869
PP	94.851	94.800
S1	94.808	94.730

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

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