ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	94.180	94.735	0.555	0.6%	93.885
High	94.790	94.835	0.045	0.0%	94.790
Low	94.085	94.290	0.205	0.2%	93.385
Close	94.631	94.421	-0.210	-0.2%	94.631
Range	0.705	0.545	-0.160	-22.7%	1.405
ATR	0.590	0.586	-0.003	-0.5%	0.000
Volume	36,302	27,756	-8,546	-23.5%	112,887

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.150	95.831	94.721
R3	95.605	95.286	94.571
R2	95.060	95.060	94.521
R1	94.741	94.741	94.471	94.628
PP	94.515	94.515	94.515	94.459
S1	94.196	94.196	94.371	94.083
S2	93.970	93.970	94.321
S3	93.425	93.651	94.271
S4	92.880	93.106	94.121

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.484	97.962	95.404
R3	97.079	96.557	95.017
R2	95.674	95.674	94.889
R1	95.152	95.152	94.760	95.413
PP	94.269	94.269	94.269	94.399
S1	93.747	93.747	94.502	94.008
S2	92.864	92.864	94.373
S3	91.459	92.342	94.245
S4	90.054	90.937	93.858

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.835	93.385	1.450	1.5%	0.548	0.6%	71%	True	False	25,708
10	95.910	93.385	2.525	2.7%	0.645	0.7%	41%	False	False	15,360
20	95.910	93.385	2.525	2.7%	0.524	0.6%	41%	False	False	8,048
40	95.910	92.000	3.910	4.1%	0.569	0.6%	62%	False	False	4,267
60	96.445	92.000	4.445	4.7%	0.569	0.6%	54%	False	False	2,925
80	98.745	92.000	6.745	7.1%	0.574	0.6%	36%	False	False	2,212
100	99.980	92.000	7.980	8.5%	0.547	0.6%	30%	False	False	1,774
120	100.030	92.000	8.030	8.5%	0.513	0.5%	30%	False	False	1,481

Crabel Price Patterns
NR	True
NR4	False
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	0.106
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.151
2.618	96.262
1.618	95.717
1.000	95.380
0.618	95.172
HIGH	94.835
0.618	94.627
0.500	94.563
0.382	94.498
LOW	94.290
0.618	93.953
1.000	93.745
1.618	93.408
2.618	92.863
4.250	91.974

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	94.563	94.325
PP	94.515	94.229
S1	94.468	94.133

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

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