ICE US Dollar Index Future March 2016

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

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	97.280	97.005	-0.275	-0.3%	98.500
High	97.555	97.025	-0.530	-0.5%	98.500
Low	96.962	96.250	-0.712	-0.7%	96.590
Close	96.962	96.600	-0.362	-0.4%	97.123
Range	0.593	0.775	0.182	30.7%	1.910
ATR	0.573	0.588	0.014	2.5%	0.000
Volume	5	52	47	940.0%	220

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.950	98.550	97.026
R3	98.175	97.775	96.813
R2	97.400	97.400	96.742
R1	97.000	97.000	96.671	96.813
PP	96.625	96.625	96.625	96.531
S1	96.225	96.225	96.529	96.038
S2	95.850	95.850	96.458
S3	95.075	95.450	96.387
S4	94.300	94.675	96.174

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	103.134	102.039	98.174
R3	101.224	100.129	97.648
R2	99.314	99.314	97.473
R1	98.219	98.219	97.298	97.812
PP	97.404	97.404	97.404	97.201
S1	96.309	96.309	96.948	95.902
S2	95.494	95.494	96.773
S3	93.584	94.399	96.598
S4	91.674	92.489	96.073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.695	96.250	1.445	1.5%	0.409	0.4%	24%	False	True	17
10	99.000	96.250	2.750	2.8%	0.558	0.6%	13%	False	True	32
20	99.000	96.250	2.750	2.8%	0.510	0.5%	13%	False	True	25
40	99.035	95.588	3.447	3.6%	0.503	0.5%	29%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.083
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	100.319
2.618	99.054
1.618	98.279
1.000	97.800
0.618	97.504
HIGH	97.025
0.618	96.729
0.500	96.638
0.382	96.546
LOW	96.250
0.618	95.771
1.000	95.475
1.618	94.996
2.618	94.221
4.250	92.956

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	96.638	96.973
PP	96.625	96.848
S1	96.613	96.724

Download as Excel Spreadsheet

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

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