ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	96.350	96.550	0.200	0.2%	95.625
High	96.805	96.660	-0.145	-0.1%	96.725
Low	96.285	96.075	-0.210	-0.2%	95.375
Close	96.590	96.487	-0.103	-0.1%	96.327
Range	0.520	0.585	0.065	12.5%	1.350
ATR	0.802	0.786	-0.015	-1.9%	0.000
Volume	11,606	18,974	7,368	63.5%	98,163

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.162	97.910	96.809
R3	97.577	97.325	96.648
R2	96.992	96.992	96.594
R1	96.740	96.740	96.541	96.574
PP	96.407	96.407	96.407	96.324
S1	96.155	96.155	96.433	95.989
S2	95.822	95.822	96.380
S3	95.237	95.570	96.326
S4	94.652	94.985	96.165

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	96.805	95.780	1.025	1.1%	0.607	0.6%	69%	False	False	21,467
10	96.805	95.375	1.430	1.5%	0.695	0.7%	78%	False	False	23,083
20	96.865	93.025	3.840	4.0%	0.837	0.9%	90%	False	False	25,990
40	96.865	93.025	3.840	4.0%	0.681	0.7%	90%	False	False	17,019
60	96.865	92.000	4.865	5.0%	0.658	0.7%	92%	False	False	11,508
80	96.865	92.000	4.865	5.0%	0.636	0.7%	92%	False	False	8,691
100	98.745	92.000	6.745	7.0%	0.626	0.6%	67%	False	False	6,967
120	99.980	92.000	7.980	8.3%	0.595	0.6%	56%	False	False	5,810

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.179
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.146
2.618	98.192
1.618	97.607
1.000	97.245
0.618	97.022
HIGH	96.660
0.618	96.437
0.500	96.368
0.382	96.298
LOW	96.075
0.618	95.713
1.000	95.490
1.618	95.128
2.618	94.543
4.250	93.589

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	96.447	96.422
PP	96.407	96.357
S1	96.368	96.293

Download as Excel Spreadsheet

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

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