ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	95.800	95.400	-0.400	-0.4%	95.310
High	95.905	95.580	-0.325	-0.3%	95.770
Low	95.340	95.150	-0.190	-0.2%	94.925
Close	95.456	95.566	0.110	0.1%	95.500
Range	0.565	0.430	-0.135	-23.9%	0.845
ATR	0.545	0.537	-0.008	-1.5%	0.000
Volume	19,508	17,539	-1,969	-10.1%	73,738

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.722	96.574	95.803
R3	96.292	96.144	95.684
R2	95.862	95.862	95.645
R1	95.714	95.714	95.605	95.788
PP	95.432	95.432	95.432	95.469
S1	95.284	95.284	95.527	95.358
S2	95.002	95.002	95.487
S3	94.572	94.854	95.448
S4	94.142	94.424	95.330

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.933	97.562	95.965
R3	97.088	96.717	95.732
R2	96.243	96.243	95.655
R1	95.872	95.872	95.577	96.058
PP	95.398	95.398	95.398	95.491
S1	95.027	95.027	95.423	95.213
S2	94.553	94.553	95.345
S3	93.708	94.182	95.268
S4	92.863	93.337	95.035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.905	94.925	0.980	1.0%	0.522	0.5%	65%	False	False	18,355
10	95.905	94.925	0.980	1.0%	0.446	0.5%	65%	False	False	16,212
20	95.905	93.085	2.820	3.0%	0.493	0.5%	88%	False	False	16,960
40	95.905	91.880	4.025	4.2%	0.585	0.6%	92%	False	False	20,440
60	98.500	91.880	6.620	6.9%	0.653	0.7%	56%	False	False	21,580
80	98.700	91.880	6.820	7.1%	0.652	0.7%	54%	False	False	16,578
100	99.985	91.880	8.105	8.5%	0.670	0.7%	45%	False	False	13,361
120	99.985	91.880	8.105	8.5%	0.666	0.7%	45%	False	False	11,159

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.095
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.408
2.618	96.706
1.618	96.276
1.000	96.010
0.618	95.846
HIGH	95.580
0.618	95.416
0.500	95.365
0.382	95.314
LOW	95.150
0.618	94.884
1.000	94.720
1.618	94.454
2.618	94.024
4.250	93.323

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	95.499	95.553
PP	95.432	95.540
S1	95.365	95.528

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

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