ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	98.500	97.865	-0.635	-0.6%	97.970
High	98.500	98.210	-0.290	-0.3%	99.000
Low	97.787	97.745	-0.042	0.0%	97.970
Close	97.787	97.923	0.136	0.1%	98.217
Range	0.713	0.465	-0.248	-34.8%	1.030
ATR	0.599	0.589	-0.010	-1.6%	0.000
Volume	4	87	83	2,075.0%	113

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.354	99.104	98.179
R3	98.889	98.639	98.051
R2	98.424	98.424	98.008
R1	98.174	98.174	97.966	98.299
PP	97.959	97.959	97.959	98.022
S1	97.709	97.709	97.880	97.834
S2	97.494	97.494	97.838
S3	97.029	97.244	97.795
S4	96.564	96.779	97.667

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.486	100.881	98.784
R3	100.456	99.851	98.500
R2	99.426	99.426	98.406
R1	98.821	98.821	98.311	99.124
PP	98.396	98.396	98.396	98.547
S1	97.791	97.791	98.123	98.094
S2	97.366	97.366	98.028
S3	96.336	96.761	97.934
S4	95.306	95.731	97.651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.000	97.745	1.255	1.3%	0.513	0.5%	14%	False	True	32
10	99.000	97.000	2.000	2.0%	0.539	0.6%	46%	False	False	27
20	99.035	97.000	2.035	2.1%	0.480	0.5%	45%	False	False	20
40	99.035	94.275	4.760	4.9%	0.463	0.5%	77%	False	False	16

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.069
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.186
2.618	99.427
1.618	98.962
1.000	98.675
0.618	98.497
HIGH	98.210
0.618	98.032
0.500	97.978
0.382	97.923
LOW	97.745
0.618	97.458
1.000	97.280
1.618	96.993
2.618	96.528
4.250	95.769

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	97.978	98.373
PP	97.959	98.223
S1	97.941	98.073

Download as Excel Spreadsheet

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

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