ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	93.620	94.120	0.500	0.5%	94.735
High	94.195	94.180	-0.015	0.0%	95.535
Low	93.470	93.500	0.030	0.0%	94.165
Close	94.061	93.758	-0.303	-0.3%	94.340
Range	0.725	0.680	-0.045	-6.2%	1.370
ATR	0.664	0.666	0.001	0.2%	0.000
Volume	19,213	15,474	-3,739	-19.5%	137,479

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	95.853	95.485	94.132
R3	95.173	94.805	93.945
R2	94.493	94.493	93.883
R1	94.125	94.125	93.820	93.969
PP	93.813	93.813	93.813	93.735
S1	93.445	93.445	93.696	93.289
S2	93.133	93.133	93.633
S3	92.453	92.765	93.571
S4	91.773	92.085	93.384

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	93.470	2.065	2.2%	0.754	0.8%	14%	False	False	23,792
10	95.535	93.430	2.105	2.2%	0.722	0.8%	16%	False	False	25,535
20	95.910	93.385	2.525	2.7%	0.652	0.7%	15%	False	False	16,109
40	95.910	92.000	3.910	4.2%	0.598	0.6%	45%	False	False	8,330
60	95.910	92.000	3.910	4.2%	0.597	0.6%	45%	False	False	5,653
80	98.745	92.000	6.745	7.2%	0.606	0.6%	26%	False	False	4,273
100	99.140	92.000	7.140	7.6%	0.573	0.6%	25%	False	False	3,424
120	100.030	92.000	8.030	8.6%	0.542	0.6%	22%	False	False	2,855

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.137
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.070
2.618	95.960
1.618	95.280
1.000	94.860
0.618	94.600
HIGH	94.180
0.618	93.920
0.500	93.840
0.382	93.760
LOW	93.500
0.618	93.080
1.000	92.820
1.618	92.400
2.618	91.720
4.250	90.610

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	93.840	93.833
PP	93.813	93.808
S1	93.785	93.783

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

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