ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	95.530	95.900	0.370	0.4%	96.190
High	95.910	95.960	0.050	0.1%	96.465
Low	95.460	95.190	-0.270	-0.3%	95.190
Close	95.838	95.682	-0.156	-0.2%	95.682
Range	0.450	0.770	0.320	71.1%	1.275
ATR	0.651	0.659	0.009	1.3%	0.000
Volume	9,065	19,043	9,978	110.1%	62,927

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.921	97.571	96.106
R3	97.151	96.801	95.894
R2	96.381	96.381	95.823
R1	96.031	96.031	95.753	95.821
PP	95.611	95.611	95.611	95.506
S1	95.261	95.261	95.611	95.051
S2	94.841	94.841	95.541
S3	94.071	94.491	95.470
S4	93.301	93.721	95.259

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.604	98.918	96.383
R3	98.329	97.643	96.033
R2	97.054	97.054	95.916
R1	96.368	96.368	95.799	96.074
PP	95.779	95.779	95.779	95.632
S1	95.093	95.093	95.565	94.799
S2	94.504	94.504	95.448
S3	93.229	93.818	95.331
S4	91.954	92.543	94.981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.465	95.190	1.275	1.3%	0.539	0.6%	39%	False	True	12,585
10	96.500	94.940	1.560	1.6%	0.585	0.6%	48%	False	False	14,638
20	97.620	94.940	2.680	2.8%	0.595	0.6%	28%	False	False	17,344
40	97.620	93.025	4.595	4.8%	0.695	0.7%	58%	False	False	20,726
60	97.620	93.025	4.595	4.8%	0.663	0.7%	58%	False	False	17,918
80	97.620	92.000	5.620	5.9%	0.646	0.7%	66%	False	False	13,571
100	97.620	92.000	5.620	5.9%	0.634	0.7%	66%	False	False	10,906
120	98.745	92.000	6.745	7.0%	0.633	0.7%	55%	False	False	9,105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.085
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	99.233
2.618	97.976
1.618	97.206
1.000	96.730
0.618	96.436
HIGH	95.960
0.618	95.666
0.500	95.575
0.382	95.484
LOW	95.190
0.618	94.714
1.000	94.420
1.618	93.944
2.618	93.174
4.250	91.918

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	95.646	95.666
PP	95.611	95.649
S1	95.575	95.633

Download as Excel Spreadsheet

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

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