ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 28-Jun-2016

Day Change Summary
	Previous	Current
	27-Jun-2016	28-Jun-2016	Change	Change %	Previous Week
Open	96.115	96.565	0.450	0.5%	94.060
High	96.865	96.570	-0.295	-0.3%	96.700
Low	95.935	95.920	-0.015	0.0%	93.025
Close	96.703	96.331	-0.372	-0.4%	95.574
Range	0.930	0.650	-0.280	-30.1%	3.675
ATR	0.881	0.874	-0.007	-0.8%	0.000
Volume	28,574	20,694	-7,880	-27.6%	150,675

Daily Pivots for day following 28-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.224	97.927	96.689
R3	97.574	97.277	96.510
R2	96.924	96.924	96.450
R1	96.627	96.627	96.391	96.451
PP	96.274	96.274	96.274	96.185
S1	95.977	95.977	96.271	95.801
S2	95.624	95.624	96.212
S3	94.974	95.327	96.152
S4	94.324	94.677	95.974

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	106.125	104.524	97.595
R3	102.450	100.849	96.585
R2	98.775	98.775	96.248
R1	97.174	97.174	95.911	97.975
PP	95.100	95.100	95.100	95.500
S1	93.499	93.499	95.237	94.300
S2	91.425	91.425	94.900
S3	87.750	89.824	94.563
S4	84.075	86.149	93.553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.865	93.025	3.840	4.0%	1.176	1.2%	86%	False	False	32,008
10	96.865	93.025	3.840	4.0%	0.971	1.0%	86%	False	False	28,714
20	96.865	93.025	3.840	4.0%	0.824	0.9%	86%	False	False	23,095
40	96.865	92.000	4.865	5.1%	0.655	0.7%	89%	False	False	11,893
60	96.865	92.000	4.865	5.1%	0.645	0.7%	89%	False	False	8,050
80	98.500	92.000	6.500	6.7%	0.650	0.7%	67%	False	False	6,078
100	98.745	92.000	6.745	7.0%	0.593	0.6%	64%	False	False	4,867
120	100.030	92.000	8.030	8.3%	0.565	0.6%	54%	False	False	4,059

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	0.125
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.333
2.618	98.272
1.618	97.622
1.000	97.220
0.618	96.972
HIGH	96.570
0.618	96.322
0.500	96.245
0.382	96.168
LOW	95.920
0.618	95.518
1.000	95.270
1.618	94.868
2.618	94.218
4.250	93.158

Fisher Pivots for day following 28-Jun-2016
Pivot	1 day	3 day
R1	96.302	95.987
PP	96.274	95.642
S1	96.245	95.298

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

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