ICE US Dollar Index Future September 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	93.835	93.535	-0.300	-0.3%	95.605
High	93.840	94.150	0.310	0.3%	95.910
Low	93.385	93.430	0.045	0.0%	93.830
Close	93.596	93.987	0.391	0.4%	93.988
Range	0.455	0.720	0.265	58.2%	2.080
ATR	0.562	0.573	0.011	2.0%	0.000
Volume	27,621	26,199	-1,422	-5.1%	12,960

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.016	95.721	94.383
R3	95.296	95.001	94.185
R2	94.576	94.576	94.119
R1	94.281	94.281	94.053	94.429
PP	93.856	93.856	93.856	93.929
S1	93.561	93.561	93.921	93.709
S2	93.136	93.136	93.855
S3	92.416	92.841	93.789
S4	91.696	92.121	93.591

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	95.640	93.385	2.255	2.4%	0.768	0.8%	27%	False	False	16,795
10	95.910	93.385	2.525	2.7%	0.624	0.7%	24%	False	False	9,198
20	95.910	93.385	2.525	2.7%	0.514	0.5%	24%	False	False	4,890
40	95.910	92.000	3.910	4.2%	0.563	0.6%	51%	False	False	2,681
60	97.100	92.000	5.100	5.4%	0.590	0.6%	39%	False	False	1,862
80	98.745	92.000	6.745	7.2%	0.560	0.6%	29%	False	False	1,411
100	100.030	92.000	8.030	8.5%	0.542	0.6%	25%	False	False	1,133
120	100.030	92.000	8.030	8.5%	0.508	0.5%	25%	False	False	947

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	0.091
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	97.210
2.618	96.035
1.618	95.315
1.000	94.870
0.618	94.595
HIGH	94.150
0.618	93.875
0.500	93.790
0.382	93.705
LOW	93.430
0.618	92.985
1.000	92.710
1.618	92.265
2.618	91.545
4.250	90.370

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	93.921	93.914
PP	93.856	93.841
S1	93.790	93.768

Download as Excel Spreadsheet

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

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