ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	93.870	93.530	-0.340	-0.4%	95.600
High	93.870	94.105	0.235	0.3%	95.905
Low	93.410	93.435	0.025	0.0%	93.860
Close	93.580	93.952	0.372	0.4%	94.028
Range	0.460	0.670	0.210	45.7%	2.045
ATR	0.588	0.594	0.006	1.0%	0.000
Volume	35,801	22,649	-13,152	-36.7%	89,360

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	95.841	95.566	94.321
R3	95.171	94.896	94.136
R2	94.501	94.501	94.075
R1	94.226	94.226	94.013	94.364
PP	93.831	93.831	93.831	93.899
S1	93.556	93.556	93.891	93.694
S2	93.161	93.161	93.829
S3	92.491	92.886	93.768
S4	91.821	92.216	93.584

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	95.640	93.410	2.230	2.4%	0.753	0.8%	24%	False	False	28,759
10	95.905	93.410	2.495	2.7%	0.638	0.7%	22%	False	False	23,557
20	95.905	93.410	2.495	2.7%	0.540	0.6%	22%	False	False	19,853
40	95.905	91.880	4.025	4.3%	0.593	0.6%	51%	False	False	21,129
60	97.090	91.880	5.210	5.5%	0.633	0.7%	40%	False	False	21,418
80	98.700	91.880	6.820	7.3%	0.653	0.7%	30%	False	False	18,346
100	99.985	91.880	8.105	8.6%	0.682	0.7%	26%	False	False	14,785
120	99.985	91.880	8.105	8.6%	0.666	0.7%	26%	False	False	12,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.099
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	96.953
2.618	95.859
1.618	95.189
1.000	94.775
0.618	94.519
HIGH	94.105
0.618	93.849
0.500	93.770
0.382	93.691
LOW	93.435
0.618	93.021
1.000	92.765
1.618	92.351
2.618	91.681
4.250	90.588

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	93.891	93.887
PP	93.831	93.822
S1	93.770	93.758

Download as Excel Spreadsheet

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

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