ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	95.700	95.955	0.255	0.3%	96.115
High	96.480	96.170	-0.310	-0.3%	96.865
Low	95.520	95.480	-0.040	0.0%	95.480
Close	96.203	95.714	-0.489	-0.5%	95.714
Range	0.960	0.690	-0.270	-28.1%	1.385
ATR	0.869	0.858	-0.010	-1.2%	0.000
Volume	40,027	21,140	-18,887	-47.2%	130,670

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.858	97.476	96.094
R3	97.168	96.786	95.904
R2	96.478	96.478	95.841
R1	96.096	96.096	95.777	95.942
PP	95.788	95.788	95.788	95.711
S1	95.406	95.406	95.651	95.252
S2	95.098	95.098	95.588
S3	94.408	94.716	95.524
S4	93.718	94.026	95.335

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.175	99.329	96.476
R3	98.790	97.944	96.095
R2	97.405	97.405	95.968
R1	96.559	96.559	95.841	96.290
PP	96.020	96.020	96.020	95.885
S1	95.174	95.174	95.587	94.905
S2	94.635	94.635	95.460
S3	93.250	93.789	95.333
S4	91.865	92.404	94.952

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.865	95.480	1.385	1.4%	0.775	0.8%	17%	False	True	26,134
10	96.865	93.025	3.840	4.0%	0.942	1.0%	70%	False	False	28,134
20	96.865	93.025	3.840	4.0%	0.801	0.8%	70%	False	False	26,585
40	96.865	93.025	3.840	4.0%	0.657	0.7%	70%	False	False	13,868
60	96.865	92.000	4.865	5.1%	0.652	0.7%	76%	False	False	9,392
80	98.500	92.000	6.500	6.8%	0.661	0.7%	57%	False	False	7,089
100	98.745	92.000	6.745	7.0%	0.601	0.6%	55%	False	False	5,681
120	100.030	92.000	8.030	8.4%	0.575	0.6%	46%	False	False	4,737

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	0.100
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.103
2.618	97.976
1.618	97.286
1.000	96.860
0.618	96.596
HIGH	96.170
0.618	95.906
0.500	95.825
0.382	95.744
LOW	95.480
0.618	95.054
1.000	94.790
1.618	94.364
2.618	93.674
4.250	92.548

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	95.825	95.980
PP	95.788	95.891
S1	95.751	95.803

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

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