ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	96.595	95.490	-1.105	-1.1%	97.455
High	96.705	95.770	-0.935	-1.0%	97.620
Low	95.335	95.460	0.125	0.1%	95.335
Close	95.491	95.677	0.186	0.2%	95.491
Range	1.370	0.310	-1.060	-77.4%	2.285
ATR	0.719	0.690	-0.029	-4.1%	0.000
Volume	35,780	11,369	-24,411	-68.2%	98,887

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.566	96.431	95.848
R3	96.256	96.121	95.762
R2	95.946	95.946	95.734
R1	95.811	95.811	95.705	95.879
PP	95.636	95.636	95.636	95.669
S1	95.501	95.501	95.649	95.569
S2	95.326	95.326	95.620
S3	95.016	95.191	95.592
S4	94.706	94.881	95.507

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.004	101.532	96.748
R3	100.719	99.247	96.119
R2	98.434	98.434	95.910
R1	96.962	96.962	95.700	96.556
PP	96.149	96.149	96.149	95.945
S1	94.677	94.677	95.282	94.271
S2	93.864	93.864	95.072
S3	91.579	92.392	94.863
S4	89.294	90.107	94.234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.540	95.335	2.205	2.3%	0.695	0.7%	16%	False	False	19,787
10	97.620	95.335	2.285	2.4%	0.610	0.6%	15%	False	False	20,057
20	97.620	95.335	2.285	2.4%	0.613	0.6%	15%	False	False	19,481
40	97.620	93.025	4.595	4.8%	0.707	0.7%	58%	False	False	23,033
60	97.620	93.025	4.595	4.8%	0.642	0.7%	58%	False	False	15,739
80	97.620	92.000	5.620	5.9%	0.642	0.7%	65%	False	False	11,915
100	98.500	92.000	6.500	6.8%	0.652	0.7%	57%	False	False	9,568
120	98.745	92.000	6.745	7.0%	0.603	0.6%	55%	False	False	7,981

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	0.114
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	97.088
2.618	96.582
1.618	96.272
1.000	96.080
0.618	95.962
HIGH	95.770
0.618	95.652
0.500	95.615
0.382	95.578
LOW	95.460
0.618	95.268
1.000	95.150
1.618	94.958
2.618	94.648
4.250	94.143

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	95.656	96.048
PP	95.636	95.924
S1	95.615	95.801

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

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