ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	95.705	96.190	0.485	0.5%	95.490
High	96.500	96.420	-0.080	-0.1%	96.500
Low	95.485	96.090	0.605	0.6%	94.940
Close	96.136	96.340	0.204	0.2%	96.136
Range	1.015	0.330	-0.685	-67.5%	1.560
ATR	0.702	0.676	-0.027	-3.8%	0.000
Volume	24,122	6,382	-17,740	-73.5%	83,459

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.273	97.137	96.522
R3	96.943	96.807	96.431
R2	96.613	96.613	96.401
R1	96.477	96.477	96.370	96.545
PP	96.283	96.283	96.283	96.318
S1	96.147	96.147	96.310	96.215
S2	95.953	95.953	96.280
S3	95.623	95.817	96.249
S4	95.293	95.487	96.159

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%	0.635	0.7%	90%	False	False	15,694
10	97.540	94.940	2.600	2.7%	0.665	0.7%	54%	False	False	17,740
20	97.620	94.940	2.680	2.8%	0.601	0.6%	52%	False	False	17,916
40	97.620	93.025	4.595	4.8%	0.718	0.7%	72%	False	False	22,173
60	97.620	93.025	4.595	4.8%	0.657	0.7%	72%	False	False	17,011
80	97.620	92.000	5.620	5.8%	0.644	0.7%	77%	False	False	12,875
100	97.620	92.000	5.620	5.8%	0.635	0.7%	77%	False	False	10,349
120	98.745	92.000	6.745	7.0%	0.617	0.6%	64%	False	False	8,634

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.120
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.823
2.618	97.284
1.618	96.954
1.000	96.750
0.618	96.624
HIGH	96.420
0.618	96.294
0.500	96.255
0.382	96.216
LOW	96.090
0.618	95.886
1.000	95.760
1.618	95.556
2.618	95.226
4.250	94.688

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	96.312	96.208
PP	96.283	96.075
S1	96.255	95.943

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

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