ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	93.945	93.980	0.035	0.0%	95.600
High	94.265	94.075	-0.190	-0.2%	95.905
Low	93.740	93.745	0.005	0.0%	93.860
Close	93.890	93.832	-0.058	-0.1%	94.028
Range	0.525	0.330	-0.195	-37.1%	2.045
ATR	0.618	0.598	-0.021	-3.3%	0.000
Volume	30,339	20,414	-9,925	-32.7%	89,360

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	94.874	94.683	94.014
R3	94.544	94.353	93.923
R2	94.214	94.214	93.893
R1	94.023	94.023	93.862	93.954
PP	93.884	93.884	93.884	93.849
S1	93.693	93.693	93.802	93.624
S2	93.554	93.554	93.772
S3	93.224	93.363	93.741
S4	92.894	93.033	93.651

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.733	99.425	95.153
R3	98.688	97.380	94.590
R2	96.643	96.643	94.403
R1	95.335	95.335	94.215	94.967
PP	94.598	94.598	94.598	94.413
S1	93.290	93.290	93.841	92.922
S2	92.553	92.553	93.653
S3	90.508	91.245	93.466
S4	88.463	89.200	92.903

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.905	93.740	2.165	2.3%	0.726	0.8%	4%	False	False	24,478
10	95.905	93.740	2.165	2.3%	0.606	0.6%	4%	False	False	20,209
20	95.905	93.650	2.255	2.4%	0.527	0.6%	8%	False	False	18,544
40	95.905	91.880	4.025	4.3%	0.605	0.6%	48%	False	False	20,918
60	97.090	91.880	5.210	5.6%	0.631	0.7%	37%	False	False	20,904
80	98.700	91.880	6.820	7.3%	0.658	0.7%	29%	False	False	17,625
100	99.985	91.880	8.105	8.6%	0.678	0.7%	24%	False	False	14,203
120	99.985	91.880	8.105	8.6%	0.666	0.7%	24%	False	False	11,867

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.098
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	95.478
2.618	94.939
1.618	94.609
1.000	94.405
0.618	94.279
HIGH	94.075
0.618	93.949
0.500	93.910
0.382	93.871
LOW	93.745
0.618	93.541
1.000	93.415
1.618	93.211
2.618	92.881
4.250	92.343

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	93.910	94.690
PP	93.884	94.404
S1	93.858	94.118

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

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