ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 20-Jun-2016

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	94.490	94.060	-0.430	-0.5%	94.735
High	94.740	94.060	-0.680	-0.7%	95.535
Low	94.165	93.545	-0.620	-0.7%	94.165
Close	94.340	93.684	-0.656	-0.7%	94.340
Range	0.575	0.515	-0.060	-10.4%	1.370
ATR	0.649	0.660	0.010	1.6%	0.000
Volume	23,065	20,688	-2,377	-10.3%	137,479

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	95.308	95.011	93.967
R3	94.793	94.496	93.826
R2	94.278	94.278	93.778
R1	93.981	93.981	93.731	93.872
PP	93.763	93.763	93.763	93.709
S1	93.466	93.466	93.637	93.357
S2	93.248	93.248	93.590
S3	92.733	92.951	93.542
S4	92.218	92.436	93.401

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.790	97.935	95.094
R3	97.420	96.565	94.717
R2	96.050	96.050	94.591
R1	95.195	95.195	94.466	94.938
PP	94.680	94.680	94.680	94.551
S1	93.825	93.825	94.214	93.568
S2	93.310	93.310	94.089
S3	91.940	92.455	93.963
S4	90.570	91.085	93.587

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.535	93.545	1.990	2.1%	0.769	0.8%	7%	False	True	26,082
10	95.535	93.385	2.150	2.3%	0.659	0.7%	14%	False	False	25,895
20	95.910	93.385	2.525	2.7%	0.620	0.7%	12%	False	False	14,442
40	95.910	92.000	3.910	4.2%	0.588	0.6%	43%	False	False	7,491
60	96.445	92.000	4.445	4.7%	0.599	0.6%	38%	False	False	5,084
80	98.745	92.000	6.745	7.2%	0.605	0.6%	25%	False	False	3,840
100	99.980	92.000	7.980	8.5%	0.570	0.6%	21%	False	False	3,077
120	100.030	92.000	8.030	8.6%	0.539	0.6%	21%	False	False	2,567

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.127
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	96.249
2.618	95.408
1.618	94.893
1.000	94.575
0.618	94.378
HIGH	94.060
0.618	93.863
0.500	93.803
0.382	93.742
LOW	93.545
0.618	93.227
1.000	93.030
1.618	92.712
2.618	92.197
4.250	91.356

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	93.803	94.540
PP	93.763	94.255
S1	93.724	93.969

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

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