ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	13-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	94.735	94.480	-0.255	-0.3%	93.885
High	94.835	95.140	0.305	0.3%	94.790
Low	94.290	94.395	0.105	0.1%	93.385
Close	94.421	95.040	0.619	0.7%	94.631
Range	0.545	0.745	0.200	36.7%	1.405
ATR	0.586	0.598	0.011	1.9%	0.000
Volume	27,756	22,522	-5,234	-18.9%	112,887

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.093	96.812	95.450
R3	96.348	96.067	95.245
R2	95.603	95.603	95.177
R1	95.322	95.322	95.108	95.463
PP	94.858	94.858	94.858	94.929
S1	94.577	94.577	94.972	94.718
S2	94.113	94.113	94.903
S3	93.368	93.832	94.835
S4	92.623	93.087	94.630

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	95.140	93.385	1.755	1.8%	0.634	0.7%	94%	True	False	28,080
10	95.910	93.385	2.525	2.7%	0.678	0.7%	66%	False	False	17,476
20	95.910	93.385	2.525	2.7%	0.549	0.6%	66%	False	False	9,157
40	95.910	92.000	3.910	4.1%	0.577	0.6%	78%	False	False	4,826
60	96.445	92.000	4.445	4.7%	0.573	0.6%	68%	False	False	3,296
80	98.745	92.000	6.745	7.1%	0.583	0.6%	45%	False	False	2,493
100	99.980	92.000	7.980	8.4%	0.551	0.6%	38%	False	False	1,999
120	100.030	92.000	8.030	8.4%	0.518	0.5%	38%	False	False	1,668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.102
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	98.306
2.618	97.090
1.618	96.345
1.000	95.885
0.618	95.600
HIGH	95.140
0.618	94.855
0.500	94.768
0.382	94.680
LOW	94.395
0.618	93.935
1.000	93.650
1.618	93.190
2.618	92.445
4.250	91.229

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	94.949	94.898
PP	94.858	94.755
S1	94.768	94.613

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

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