ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	95.490	95.705	0.215	0.2%	95.490
High	95.875	96.500	0.625	0.7%	96.500
Low	95.385	95.485	0.100	0.1%	94.940
Close	95.717	96.136	0.419	0.4%	96.136
Range	0.490	1.015	0.525	107.1%	1.560
ATR	0.678	0.702	0.024	3.5%	0.000
Volume	13,791	24,122	10,331	74.9%	83,459

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.085	98.626	96.694
R3	98.070	97.611	96.415
R2	97.055	97.055	96.322
R1	96.596	96.596	96.229	96.826
PP	96.040	96.040	96.040	96.155
S1	95.581	95.581	96.043	95.811
S2	95.025	95.025	95.950
S3	94.010	94.566	95.857
S4	92.995	93.551	95.578

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.539	99.897	96.994
R3	98.979	98.337	96.565
R2	97.419	97.419	96.422
R1	96.777	96.777	96.279	97.098
PP	95.859	95.859	95.859	96.019
S1	95.217	95.217	95.993	95.538
S2	94.299	94.299	95.850
S3	92.739	93.657	95.707
S4	91.179	92.097	95.278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.500	94.940	1.560	1.6%	0.631	0.7%	77%	True	False	16,691
10	97.620	94.940	2.680	2.8%	0.669	0.7%	45%	False	False	18,234
20	97.620	94.940	2.680	2.8%	0.611	0.6%	45%	False	False	18,178
40	97.620	93.025	4.595	4.8%	0.728	0.8%	68%	False	False	22,921
60	97.620	93.025	4.595	4.8%	0.656	0.7%	68%	False	False	16,910
80	97.620	92.000	5.620	5.8%	0.645	0.7%	74%	False	False	12,801
100	97.620	92.000	5.620	5.8%	0.645	0.7%	74%	False	False	10,286
120	98.745	92.000	6.745	7.0%	0.616	0.6%	61%	False	False	8,581

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	0.127
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.814
2.618	99.157
1.618	98.142
1.000	97.515
0.618	97.127
HIGH	96.500
0.618	96.112
0.500	95.993
0.382	95.873
LOW	95.485
0.618	94.858
1.000	94.470
1.618	93.843
2.618	92.828
4.250	91.171

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	96.088	96.020
PP	96.040	95.904
S1	95.993	95.788

Download as Excel Spreadsheet

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

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