ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 27-Apr-2016

Day Change Summary
	Previous	Current
	26-Apr-2016	27-Apr-2016	Change	Change %	Previous Week
Open	94.730	94.495	-0.235	-0.2%	94.690
High	94.775	94.820	0.045	0.0%	95.180
Low	94.155	94.095	-0.060	-0.1%	93.845
Close	94.543	94.367	-0.176	-0.2%	95.080
Range	0.620	0.725	0.105	16.9%	1.335
ATR	0.671	0.674	0.004	0.6%	0.000
Volume	21,392	26,139	4,747	22.2%	113,148

Daily Pivots for day following 27-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.602	96.210	94.766
R3	95.877	95.485	94.566
R2	95.152	95.152	94.500
R1	94.760	94.760	94.433	94.594
PP	94.427	94.427	94.427	94.344
S1	94.035	94.035	94.301	93.869
S2	93.702	93.702	94.234
S3	92.977	93.310	94.168
S4	92.252	92.585	93.968

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.707	98.228	95.814
R3	97.372	96.893	95.447
R2	96.037	96.037	95.325
R1	95.558	95.558	95.202	95.798
PP	94.702	94.702	94.702	94.821
S1	94.223	94.223	94.958	94.463
S2	93.367	93.367	94.835
S3	92.032	92.888	94.713
S4	90.697	91.553	94.346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.180	93.845	1.335	1.4%	0.676	0.7%	39%	False	False	25,662
10	95.210	93.845	1.365	1.4%	0.621	0.7%	38%	False	False	21,524
20	95.210	93.620	1.590	1.7%	0.647	0.7%	47%	False	False	22,269
40	98.700	93.620	5.080	5.4%	0.720	0.8%	15%	False	False	20,668
60	99.000	93.620	5.380	5.7%	0.745	0.8%	14%	False	False	14,071
80	99.985	93.620	6.365	6.7%	0.715	0.8%	12%	False	False	10,635
100	99.985	93.620	6.365	6.7%	0.693	0.7%	12%	False	False	8,536
120	100.700	93.620	7.080	7.5%	0.665	0.7%	11%	False	False	7,123

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	0.139
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.901
2.618	96.718
1.618	95.993
1.000	95.545
0.618	95.268
HIGH	94.820
0.618	94.543
0.500	94.458
0.382	94.372
LOW	94.095
0.618	93.647
1.000	93.370
1.618	92.922
2.618	92.197
4.250	91.014

Fisher Pivots for day following 27-Apr-2016
Pivot	1 day	3 day
R1	94.458	94.598
PP	94.427	94.521
S1	94.397	94.444

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

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