ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	97.170	96.640	-0.530	-0.5%	96.615
High	97.540	96.760	-0.780	-0.8%	97.585
Low	96.710	96.245	-0.465	-0.5%	96.455
Close	97.042	96.721	-0.321	-0.3%	97.516
Range	0.830	0.515	-0.315	-38.0%	1.130
ATR	0.658	0.668	0.010	1.5%	0.000
Volume	18,214	22,984	4,770	26.2%	101,611

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.120	97.936	97.004
R3	97.605	97.421	96.863
R2	97.090	97.090	96.815
R1	96.906	96.906	96.768	96.998
PP	96.575	96.575	96.575	96.622
S1	96.391	96.391	96.674	96.483
S2	96.060	96.060	96.627
S3	95.545	95.876	96.579
S4	95.030	95.361	96.438

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	97.620	96.245	1.375	1.4%	0.578	0.6%	35%	False	True	16,428
10	97.620	95.920	1.700	1.8%	0.550	0.6%	47%	False	False	18,752
20	97.620	95.375	2.245	2.3%	0.612	0.6%	60%	False	False	20,182
40	97.620	93.025	4.595	4.8%	0.720	0.7%	80%	False	False	22,095
60	97.620	92.960	4.660	4.8%	0.634	0.7%	81%	False	False	14,975
80	97.620	92.000	5.620	5.8%	0.639	0.7%	84%	False	False	11,334
100	98.500	92.000	6.500	6.7%	0.642	0.7%	73%	False	False	9,098
120	98.745	92.000	6.745	7.0%	0.595	0.6%	70%	False	False	7,588

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.133
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.949
2.618	98.108
1.618	97.593
1.000	97.275
0.618	97.078
HIGH	96.760
0.618	96.563
0.500	96.503
0.382	96.442
LOW	96.245
0.618	95.927
1.000	95.730
1.618	95.412
2.618	94.897
4.250	94.056

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	96.648	96.893
PP	96.575	96.835
S1	96.503	96.778

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

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