ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 26-May-2016

Day Change Summary
	Previous	Current
	25-May-2016	26-May-2016	Change	Change %	Previous Week
Open	95.650	95.350	-0.300	-0.3%	94.680
High	95.675	95.350	-0.325	-0.3%	95.580
Low	95.370	94.955	-0.415	-0.4%	94.400
Close	95.370	95.180	-0.190	-0.2%	95.383
Range	0.305	0.395	0.090	29.5%	1.180
ATR	0.508	0.501	-0.007	-1.3%	0.000
Volume	1,049	1,080	31	3.0%	2,518

Daily Pivots for day following 26-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.347	96.158	95.397
R3	95.952	95.763	95.289
R2	95.557	95.557	95.252
R1	95.368	95.368	95.216	95.265
PP	95.162	95.162	95.162	95.110
S1	94.973	94.973	95.144	94.870
S2	94.767	94.767	95.108
S3	94.372	94.578	95.071
S4	93.977	94.183	94.963

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.661	98.202	96.032
R3	97.481	97.022	95.708
R2	96.301	96.301	95.599
R1	95.842	95.842	95.491	96.072
PP	95.121	95.121	95.121	95.236
S1	94.662	94.662	95.275	94.892
S2	93.941	93.941	95.167
S3	92.761	93.482	95.059
S4	91.581	92.302	94.734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.685	94.955	0.730	0.8%	0.346	0.4%	31%	False	True	742
10	95.685	94.185	1.500	1.6%	0.412	0.4%	66%	False	False	653
20	95.685	92.000	3.685	3.9%	0.498	0.5%	86%	False	False	619
40	95.685	92.000	3.685	3.9%	0.555	0.6%	86%	False	False	467
60	98.500	92.000	6.500	6.8%	0.594	0.6%	49%	False	False	361
80	98.745	92.000	6.745	7.1%	0.540	0.6%	47%	False	False	277
100	100.030	92.000	8.030	8.4%	0.517	0.5%	40%	False	False	225
120	100.030	92.000	8.030	8.4%	0.501	0.5%	40%	False	False	190

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.060
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.029
2.618	96.384
1.618	95.989
1.000	95.745
0.618	95.594
HIGH	95.350
0.618	95.199
0.500	95.153
0.382	95.106
LOW	94.955
0.618	94.711
1.000	94.560
1.618	94.316
2.618	93.921
4.250	93.276

Fisher Pivots for day following 26-May-2016
Pivot	1 day	3 day
R1	95.171	95.320
PP	95.162	95.273
S1	95.153	95.227

Download as Excel Spreadsheet

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

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