ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	96.615	96.590	-0.025	0.0%	96.350
High	96.710	97.185	0.475	0.5%	96.805
Low	96.455	96.530	0.075	0.1%	95.840
Close	96.587	97.108	0.521	0.5%	96.563
Range	0.255	0.655	0.400	156.9%	0.965
ATR	0.722	0.718	-0.005	-0.7%	0.000
Volume	11,294	24,232	12,938	114.6%	79,606

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.906	98.662	97.468
R3	98.251	98.007	97.288
R2	97.596	97.596	97.228
R1	97.352	97.352	97.168	97.474
PP	96.941	96.941	96.941	97.002
S1	96.697	96.697	97.048	96.819
S2	96.286	96.286	96.988
S3	95.631	96.042	96.928
S4	94.976	95.387	96.748

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.298	98.895	97.094
R3	98.333	97.930	96.828
R2	97.368	97.368	96.740
R1	96.965	96.965	96.651	97.167
PP	96.403	96.403	96.403	96.503
S1	96.000	96.000	96.475	96.202
S2	95.438	95.438	96.386
S3	94.473	95.035	96.298
S4	93.508	94.070	96.032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.185	95.840	1.345	1.4%	0.565	0.6%	94%	True	False	16,910
10	97.185	95.780	1.405	1.4%	0.586	0.6%	95%	True	False	19,188
20	97.185	93.025	4.160	4.3%	0.786	0.8%	98%	True	False	23,697
40	97.185	93.025	4.160	4.3%	0.703	0.7%	98%	True	False	19,070
60	97.185	92.000	5.185	5.3%	0.654	0.7%	99%	True	False	12,893
80	97.185	92.000	5.185	5.3%	0.646	0.7%	99%	True	False	9,738
100	98.745	92.000	6.745	6.9%	0.641	0.7%	76%	False	False	7,811
120	99.980	92.000	7.980	8.2%	0.606	0.6%	64%	False	False	6,514

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	0.153
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.969
2.618	98.900
1.618	98.245
1.000	97.840
0.618	97.590
HIGH	97.185
0.618	96.935
0.500	96.858
0.382	96.780
LOW	96.530
0.618	96.125
1.000	95.875
1.618	95.470
2.618	94.815
4.250	93.746

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	97.025	96.923
PP	96.941	96.738
S1	96.858	96.553

Download as Excel Spreadsheet

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

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