ICE US Dollar Index Future September 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	95.810	95.400	-0.410	-0.4%	95.385
High	95.910	95.575	-0.335	-0.3%	95.770
Low	95.360	95.180	-0.180	-0.2%	94.955
Close	95.471	95.571	0.100	0.1%	95.505
Range	0.550	0.395	-0.155	-28.2%	0.815
ATR	0.508	0.500	-0.008	-1.6%	0.000
Volume	1,955	2,247	292	14.9%	4,840

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.627	96.494	95.788
R3	96.232	96.099	95.680
R2	95.837	95.837	95.643
R1	95.704	95.704	95.607	95.771
PP	95.442	95.442	95.442	95.475
S1	95.309	95.309	95.535	95.376
S2	95.047	95.047	95.499
S3	94.652	94.914	95.462
S4	94.257	94.519	95.354

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.855	97.495	95.953
R3	97.040	96.680	95.729
R2	96.225	96.225	95.654
R1	95.865	95.865	95.580	96.045
PP	95.410	95.410	95.410	95.500
S1	95.050	95.050	95.430	95.230
S2	94.595	94.595	95.356
S3	93.780	94.235	95.281
S4	92.965	93.420	95.057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.910	94.955	0.955	1.0%	0.480	0.5%	65%	False	False	1,600
10	95.910	94.955	0.955	1.0%	0.412	0.4%	65%	False	False	1,133
20	95.910	93.200	2.710	2.8%	0.455	0.5%	87%	False	False	816
40	95.910	92.000	3.910	4.1%	0.548	0.6%	91%	False	False	621
60	98.500	92.000	6.500	6.8%	0.593	0.6%	55%	False	False	469
80	98.745	92.000	6.745	7.1%	0.529	0.6%	53%	False	False	362
100	100.030	92.000	8.030	8.4%	0.516	0.5%	44%	False	False	294
120	100.030	92.000	8.030	8.4%	0.499	0.5%	44%	False	False	247

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.078
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	97.254
2.618	96.609
1.618	96.214
1.000	95.970
0.618	95.819
HIGH	95.575
0.618	95.424
0.500	95.378
0.382	95.331
LOW	95.180
0.618	94.936
1.000	94.785
1.618	94.541
2.618	94.146
4.250	93.501

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	95.507	95.562
PP	95.442	95.554
S1	95.378	95.545

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

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