ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	94.200	94.010	-0.190	-0.2%	97.300
High	95.235	95.701	0.466	0.5%	97.695
Low	94.160	94.010	-0.150	-0.2%	95.400
Close	95.112	95.701	0.589	0.6%	95.590
Range	1.075	1.691	0.616	57.3%	2.295
ATR	0.799	0.862	0.064	8.0%	0.000
Volume	17	26	9	52.9%	158

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.210	99.647	96.631
R3	98.519	97.956	96.166
R2	96.828	96.828	96.011
R1	96.265	96.265	95.856	96.547
PP	95.137	95.137	95.137	95.278
S1	94.574	94.574	95.546	94.856
S2	93.446	93.446	95.391
S3	91.755	92.883	95.236
S4	90.064	91.192	94.771

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	103.113	101.647	96.852
R3	100.818	99.352	96.221
R2	98.523	98.523	96.011
R1	97.057	97.057	95.800	96.643
PP	96.228	96.228	96.228	96.021
S1	94.762	94.762	95.380	94.348
S2	93.933	93.933	95.169
S3	91.638	92.467	94.959
S4	89.343	90.172	94.328

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.025	93.125	3.900	4.1%	1.349	1.4%	66%	False	False	66
10	97.695	93.125	4.570	4.8%	0.834	0.9%	56%	False	False	43
20	99.000	93.125	5.875	6.1%	0.724	0.8%	44%	False	False	37
40	99.035	93.125	5.910	6.2%	0.586	0.6%	44%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.066
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.888
2.618	100.128
1.618	98.437
1.000	97.392
0.618	96.746
HIGH	95.701
0.618	95.055
0.500	94.856
0.382	94.656
LOW	94.010
0.618	92.965
1.000	92.319
1.618	91.274
2.618	89.583
4.250	86.823

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	95.419	95.272
PP	95.137	94.842
S1	94.856	94.413

Download as Excel Spreadsheet

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

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