ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	98.000	98.000	0.000	0.0%	97.835
High	98.450	98.049	-0.401	-0.4%	98.450
Low	98.000	97.000	-1.000	-1.0%	97.000
Close	98.284	98.049	-0.235	-0.2%	98.049
Range	0.450	1.049	0.599	133.1%	1.450
ATR	0.596	0.645	0.049	8.2%	0.000
Volume	21	35	14	66.7%	86

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.846	100.497	98.626
R3	99.797	99.448	98.337
R2	98.748	98.748	98.241
R1	98.399	98.399	98.145	98.574
PP	97.699	97.699	97.699	97.787
S1	97.350	97.350	97.953	97.525
S2	96.650	96.650	97.857
S3	95.601	96.301	97.761
S4	94.552	95.252	97.472

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.183	101.566	98.847
R3	100.733	100.116	98.448
R2	99.283	99.283	98.315
R1	98.666	98.666	98.182	98.975
PP	97.833	97.833	97.833	97.987
S1	97.216	97.216	97.916	97.525
S2	96.383	96.383	97.783
S3	94.933	95.766	97.650
S4	93.483	94.316	97.252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.450	97.000	1.450	1.5%	0.570	0.6%	72%	False	True	17
10	99.035	97.000	2.035	2.1%	0.557	0.6%	52%	False	True	17
20	99.035	96.300	2.735	2.8%	0.510	0.5%	64%	False	False	16

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	0.050
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	102.507
2.618	100.795
1.618	99.746
1.000	99.098
0.618	98.697
HIGH	98.049
0.618	97.648
0.500	97.525
0.382	97.401
LOW	97.000
0.618	96.352
1.000	95.951
1.618	95.303
2.618	94.254
4.250	92.542

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	97.874	97.941
PP	97.699	97.833
S1	97.525	97.725

Download as Excel Spreadsheet

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

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