ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	95.955	95.625	-0.330	-0.3%	96.115
High	96.170	96.340	0.170	0.2%	96.865
Low	95.480	95.375	-0.105	-0.1%	95.480
Close	95.714	96.259	0.545	0.6%	95.714
Range	0.690	0.965	0.275	39.9%	1.385
ATR	0.858	0.866	0.008	0.9%	0.000
Volume	21,140	21,408	268	1.3%	130,670

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.886	98.538	96.790
R3	97.921	97.573	96.524
R2	96.956	96.956	96.436
R1	96.608	96.608	96.347	96.782
PP	95.991	95.991	95.991	96.079
S1	95.643	95.643	96.171	95.817
S2	95.026	95.026	96.082
S3	94.061	94.678	95.994
S4	93.096	93.713	95.728

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	96.570	95.375	1.195	1.2%	0.782	0.8%	74%	False	True	24,700
10	96.865	93.025	3.840	4.0%	0.987	1.0%	84%	False	False	28,206
20	96.865	93.025	3.840	4.0%	0.823	0.9%	84%	False	False	27,050
40	96.865	93.025	3.840	4.0%	0.661	0.7%	84%	False	False	14,389
60	96.865	92.000	4.865	5.1%	0.659	0.7%	88%	False	False	9,746
80	97.100	92.000	5.100	5.3%	0.643	0.7%	84%	False	False	7,355
100	98.745	92.000	6.745	7.0%	0.608	0.6%	63%	False	False	5,895
120	100.030	92.000	8.030	8.3%	0.582	0.6%	53%	False	False	4,916

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.125
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	100.441
2.618	98.866
1.618	97.901
1.000	97.305
0.618	96.936
HIGH	96.340
0.618	95.971
0.500	95.858
0.382	95.744
LOW	95.375
0.618	94.779
1.000	94.410
1.618	93.814
2.618	92.849
4.250	91.274

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	96.125	96.149
PP	95.991	96.038
S1	95.858	95.928

Download as Excel Spreadsheet

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

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