ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 20-Apr-2016

Day Change Summary
	Previous	Current
	19-Apr-2016	20-Apr-2016	Change	Change %	Previous Week
Open	94.500	94.095	-0.405	-0.4%	94.150
High	94.525	94.565	0.040	0.0%	95.210
Low	93.890	93.900	0.010	0.0%	93.620
Close	93.947	94.471	0.524	0.6%	94.686
Range	0.635	0.665	0.030	4.7%	1.590
ATR	0.674	0.673	-0.001	-0.1%	0.000
Volume	17,526	15,588	-1,938	-11.1%	110,264

Daily Pivots for day following 20-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.307	96.054	94.837
R3	95.642	95.389	94.654
R2	94.977	94.977	94.593
R1	94.724	94.724	94.532	94.851
PP	94.312	94.312	94.312	94.375
S1	94.059	94.059	94.410	94.186
S2	93.647	93.647	94.349
S3	92.982	93.394	94.288
S4	92.317	92.729	94.105

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.275	98.571	95.561
R3	97.685	96.981	95.123
R2	96.095	96.095	94.978
R1	95.391	95.391	94.832	95.743
PP	94.505	94.505	94.505	94.682
S1	93.801	93.801	94.540	94.153
S2	92.915	92.915	94.395
S3	91.325	92.211	94.249
S4	89.735	90.621	93.812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.210	93.890	1.320	1.4%	0.565	0.6%	44%	False	False	17,386
10	95.210	93.620	1.590	1.7%	0.628	0.7%	54%	False	False	20,318
20	96.420	93.620	2.800	3.0%	0.644	0.7%	30%	False	False	20,607
40	98.700	93.620	5.080	5.4%	0.717	0.8%	17%	False	False	17,660
60	99.955	93.620	6.335	6.7%	0.745	0.8%	13%	False	False	11,972
80	99.985	93.620	6.365	6.7%	0.714	0.8%	13%	False	False	9,045
100	100.700	93.620	7.080	7.5%	0.706	0.7%	12%	False	False	7,259
120	100.700	93.620	7.080	7.5%	0.656	0.7%	12%	False	False	6,054

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	0.155
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.391
2.618	96.306
1.618	95.641
1.000	95.230
0.618	94.976
HIGH	94.565
0.618	94.311
0.500	94.233
0.382	94.154
LOW	93.900
0.618	93.489
1.000	93.235
1.618	92.824
2.618	92.159
4.250	91.074

Fisher Pivots for day following 20-Apr-2016
Pivot	1 day	3 day
R1	94.392	94.431
PP	94.312	94.390
S1	94.233	94.350

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

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