ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	95.625	96.335	0.710	0.7%	96.115
High	96.340	96.630	0.290	0.3%	96.865
Low	95.375	96.045	0.670	0.7%	95.480
Close	96.259	96.131	-0.128	-0.1%	95.714
Range	0.965	0.585	-0.380	-39.4%	1.385
ATR	0.866	0.846	-0.020	-2.3%	0.000
Volume	21,408	31,233	9,825	45.9%	130,670

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.024	97.662	96.453
R3	97.439	97.077	96.292
R2	96.854	96.854	96.238
R1	96.492	96.492	96.185	96.381
PP	96.269	96.269	96.269	96.213
S1	95.907	95.907	96.077	95.796
S2	95.684	95.684	96.024
S3	95.099	95.322	95.970
S4	94.514	94.737	95.809

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	96.630	95.375	1.255	1.3%	0.769	0.8%	60%	True	False	26,808
10	96.865	93.025	3.840	4.0%	0.973	1.0%	81%	False	False	29,408
20	96.865	93.025	3.840	4.0%	0.836	0.9%	81%	False	False	28,079
40	96.865	93.025	3.840	4.0%	0.666	0.7%	81%	False	False	15,155
60	96.865	92.000	4.865	5.1%	0.660	0.7%	85%	False	False	10,262
80	97.100	92.000	5.100	5.3%	0.645	0.7%	81%	False	False	7,744
100	98.745	92.000	6.745	7.0%	0.609	0.6%	61%	False	False	6,207
120	100.030	92.000	8.030	8.4%	0.584	0.6%	51%	False	False	5,176

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	0.139
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	99.116
2.618	98.162
1.618	97.577
1.000	97.215
0.618	96.992
HIGH	96.630
0.618	96.407
0.500	96.338
0.382	96.268
LOW	96.045
0.618	95.683
1.000	95.460
1.618	95.098
2.618	94.513
4.250	93.559

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	96.338	96.088
PP	96.269	96.045
S1	96.200	96.003

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

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