ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	96.310	96.075	-0.235	-0.2%	95.490
High	96.465	96.075	-0.390	-0.4%	96.500
Low	96.015	95.380	-0.635	-0.7%	94.940
Close	96.132	95.608	-0.524	-0.5%	96.136
Range	0.450	0.695	0.245	54.4%	1.560
ATR	0.659	0.666	0.007	1.0%	0.000
Volume	12,048	16,389	4,341	36.0%	83,459

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.773	97.385	95.990
R3	97.078	96.690	95.799
R2	96.383	96.383	95.735
R1	95.995	95.995	95.672	95.842
PP	95.688	95.688	95.688	95.611
S1	95.300	95.300	95.544	95.147
S2	94.993	94.993	95.481
S3	94.298	94.605	95.417
S4	93.603	93.910	95.226

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	95.380	1.120	1.2%	0.596	0.6%	20%	False	True	14,546
10	96.760	94.940	1.820	1.9%	0.652	0.7%	37%	False	False	17,704
20	97.620	94.940	2.680	2.8%	0.604	0.6%	25%	False	False	17,777
40	97.620	93.025	4.595	4.8%	0.715	0.7%	56%	False	False	21,627
60	97.620	93.025	4.595	4.8%	0.660	0.7%	56%	False	False	17,470
80	97.620	92.000	5.620	5.9%	0.646	0.7%	64%	False	False	13,226
100	97.620	92.000	5.620	5.9%	0.629	0.7%	64%	False	False	10,628
120	98.745	92.000	6.745	7.1%	0.627	0.7%	53%	False	False	8,871

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	0.095
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.029
2.618	97.895
1.618	97.200
1.000	96.770
0.618	96.505
HIGH	96.075
0.618	95.810
0.500	95.728
0.382	95.645
LOW	95.380
0.618	94.950
1.000	94.685
1.618	94.255
2.618	93.560
4.250	92.426

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	95.728	95.923
PP	95.688	95.818
S1	95.648	95.713

Download as Excel Spreadsheet

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

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