ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 08-Jul-2016

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	96.125	96.320	0.195	0.2%	95.625
High	96.390	96.725	0.335	0.3%	96.725
Low	95.990	95.780	-0.210	-0.2%	95.375
Close	96.383	96.327	-0.056	-0.1%	96.327
Range	0.400	0.945	0.545	136.3%	1.350
ATR	0.814	0.823	0.009	1.1%	0.000
Volume	16,059	29,463	13,404	83.5%	98,163

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.112	98.665	96.847
R3	98.167	97.720	96.587
R2	97.222	97.222	96.500
R1	96.775	96.775	96.414	96.999
PP	96.277	96.277	96.277	96.389
S1	95.830	95.830	96.240	96.054
S2	95.332	95.332	96.154
S3	94.387	94.885	96.067
S4	93.442	93.940	95.807

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.192	99.610	97.070
R3	98.842	98.260	96.698
R2	97.492	97.492	96.575
R1	96.910	96.910	96.451	97.201
PP	96.142	96.142	96.142	96.288
S1	95.560	95.560	96.203	95.851
S2	94.792	94.792	96.080
S3	93.442	94.210	95.956
S4	92.092	92.860	95.585

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.725	95.375	1.350	1.4%	0.717	0.7%	71%	True	False	23,860
10	96.865	93.730	3.135	3.3%	0.974	1.0%	83%	False	False	29,488
20	96.865	93.025	3.840	4.0%	0.845	0.9%	86%	False	False	27,664
40	96.865	93.025	3.840	4.0%	0.679	0.7%	86%	False	False	16,277
60	96.865	92.000	4.865	5.1%	0.657	0.7%	89%	False	False	11,009
80	97.100	92.000	5.100	5.3%	0.654	0.7%	85%	False	False	8,313
100	98.745	92.000	6.745	7.0%	0.617	0.6%	64%	False	False	6,662
120	100.030	92.000	8.030	8.3%	0.592	0.6%	54%	False	False	5,555

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.181
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.741
2.618	99.199
1.618	98.254
1.000	97.670
0.618	97.309
HIGH	96.725
0.618	96.364
0.500	96.253
0.382	96.141
LOW	95.780
0.618	95.196
1.000	94.835
1.618	94.251
2.618	93.306
4.250	91.764

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	96.302	96.302
PP	96.277	96.277
S1	96.253	96.253

Download as Excel Spreadsheet

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

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