ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	97.150	96.895	-0.255	-0.3%	96.615
High	97.275	97.585	0.310	0.3%	97.585
Low	96.765	96.860	0.095	0.1%	96.455
Close	97.046	97.516	0.470	0.5%	97.516
Range	0.510	0.725	0.215	42.2%	1.130
ATR	0.679	0.682	0.003	0.5%	0.000
Volume	24,805	19,034	-5,771	-23.3%	101,611

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.495	99.231	97.915
R3	98.770	98.506	97.715
R2	98.045	98.045	97.649
R1	97.781	97.781	97.582	97.913
PP	97.320	97.320	97.320	97.387
S1	97.056	97.056	97.450	97.188
S2	96.595	96.595	97.383
S3	95.870	96.331	97.317
S4	95.145	95.606	97.117

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.575	100.176	98.138
R3	99.445	99.046	97.827
R2	98.315	98.315	97.723
R1	97.916	97.916	97.620	98.116
PP	97.185	97.185	97.185	97.285
S1	96.786	96.786	97.412	96.986
S2	96.055	96.055	97.309
S3	94.925	95.656	97.205
S4	93.795	94.526	96.895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.585	96.455	1.130	1.2%	0.501	0.5%	94%	True	False	20,322
10	97.585	95.840	1.745	1.8%	0.553	0.6%	96%	True	False	18,121
20	97.585	93.730	3.855	4.0%	0.763	0.8%	98%	True	False	23,805
40	97.585	93.025	4.560	4.7%	0.716	0.7%	98%	True	False	20,662
60	97.585	92.000	5.585	5.7%	0.651	0.7%	99%	True	False	13,972
80	97.585	92.000	5.585	5.7%	0.639	0.7%	99%	True	False	10,554
100	98.745	92.000	6.745	6.9%	0.643	0.7%	82%	False	False	8,472
120	98.915	92.000	6.915	7.1%	0.609	0.6%	80%	False	False	7,064

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.095
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.666
2.618	99.483
1.618	98.758
1.000	98.310
0.618	98.033
HIGH	97.585
0.618	97.308
0.500	97.223
0.382	97.137
LOW	96.860
0.618	96.412
1.000	96.135
1.618	95.687
2.618	94.962
4.250	93.779

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	97.418	97.402
PP	97.320	97.289
S1	97.223	97.175

Download as Excel Spreadsheet

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

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