ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	95.075	95.490	0.415	0.4%	97.455
High	95.545	95.875	0.330	0.3%	97.620
Low	95.075	95.385	0.310	0.3%	95.335
Close	95.525	95.717	0.192	0.2%	95.491
Range	0.470	0.490	0.020	4.3%	2.285
ATR	0.693	0.678	-0.014	-2.1%	0.000
Volume	12,676	13,791	1,115	8.8%	98,887

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.129	96.913	95.987
R3	96.639	96.423	95.852
R2	96.149	96.149	95.807
R1	95.933	95.933	95.762	96.041
PP	95.659	95.659	95.659	95.713
S1	95.443	95.443	95.672	95.551
S2	95.169	95.169	95.627
S3	94.679	94.953	95.582
S4	94.189	94.463	95.448

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.004	101.532	96.748
R3	100.719	99.247	96.119
R2	98.434	98.434	95.910
R1	96.962	96.962	95.700	96.556
PP	96.149	96.149	96.149	95.945
S1	94.677	94.677	95.282	94.271
S2	93.864	93.864	95.072
S3	91.579	92.392	94.863
S4	89.294	90.107	94.234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.705	94.940	1.765	1.8%	0.702	0.7%	44%	False	False	19,023
10	97.620	94.940	2.680	2.8%	0.640	0.7%	29%	False	False	17,725
20	97.620	94.940	2.680	2.8%	0.607	0.6%	29%	False	False	18,445
40	97.620	93.025	4.595	4.8%	0.720	0.8%	59%	False	False	22,973
60	97.620	93.025	4.595	4.8%	0.649	0.7%	59%	False	False	16,514
80	97.620	92.000	5.620	5.9%	0.643	0.7%	66%	False	False	12,504
100	97.620	92.000	5.620	5.9%	0.638	0.7%	66%	False	False	10,045
120	98.745	92.000	6.745	7.0%	0.610	0.6%	55%	False	False	8,380

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	0.108
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.958
2.618	97.158
1.618	96.668
1.000	96.365
0.618	96.178
HIGH	95.875
0.618	95.688
0.500	95.630
0.382	95.572
LOW	95.385
0.618	95.082
1.000	94.895
1.618	94.592
2.618	94.102
4.250	93.303

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	95.688	95.614
PP	95.659	95.511
S1	95.630	95.408

Download as Excel Spreadsheet

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

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