ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	93.885	93.945	0.060	0.1%	95.605
High	94.270	94.050	-0.220	-0.2%	95.910
Low	93.730	93.735	0.005	0.0%	93.830
Close	93.855	93.797	-0.058	-0.1%	93.988
Range	0.540	0.315	-0.225	-41.7%	2.080
ATR	0.590	0.570	-0.020	-3.3%	0.000
Volume	12,100	10,665	-1,435	-11.9%	12,960

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	94.806	94.616	93.970
R3	94.491	94.301	93.884
R2	94.176	94.176	93.855
R1	93.986	93.986	93.826	93.924
PP	93.861	93.861	93.861	93.829
S1	93.671	93.671	93.768	93.609
S2	93.546	93.546	93.739
S3	93.231	93.356	93.710
S4	92.916	93.041	93.624

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.816	99.482	95.132
R3	98.736	97.402	94.560
R2	96.656	96.656	94.369
R1	95.322	95.322	94.179	94.949
PP	94.576	94.576	94.576	94.390
S1	93.242	93.242	93.797	92.869
S2	92.496	92.496	93.607
S3	90.416	91.162	93.416
S4	88.336	89.082	92.844

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.910	93.730	2.180	2.3%	0.722	0.8%	3%	False	False	6,872
10	95.910	93.730	2.180	2.3%	0.579	0.6%	3%	False	False	4,015
20	95.910	93.730	2.180	2.3%	0.495	0.5%	3%	False	False	2,231
40	95.910	92.000	3.910	4.2%	0.572	0.6%	46%	False	False	1,353
60	97.100	92.000	5.100	5.4%	0.582	0.6%	35%	False	False	966
80	98.745	92.000	6.745	7.2%	0.552	0.6%	27%	False	False	739
100	100.030	92.000	8.030	8.6%	0.534	0.6%	22%	False	False	595
120	100.030	92.000	8.030	8.6%	0.506	0.5%	22%	False	False	498

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.089
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	95.389
2.618	94.875
1.618	94.560
1.000	94.365
0.618	94.245
HIGH	94.050
0.618	93.930
0.500	93.893
0.382	93.855
LOW	93.735
0.618	93.540
1.000	93.420
1.618	93.225
2.618	92.910
4.250	92.396

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	93.893	94.685
PP	93.861	94.389
S1	93.829	94.093

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

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