ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	95.900	95.675	-0.225	-0.2%	96.190
High	95.960	95.770	-0.190	-0.2%	96.465
Low	95.190	95.425	0.235	0.2%	95.190
Close	95.682	95.594	-0.088	-0.1%	95.682
Range	0.770	0.345	-0.425	-55.2%	1.275
ATR	0.659	0.637	-0.022	-3.4%	0.000
Volume	19,043	7,249	-11,794	-61.9%	62,927

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.631	96.458	95.784
R3	96.286	96.113	95.689
R2	95.941	95.941	95.657
R1	95.768	95.768	95.626	95.682
PP	95.596	95.596	95.596	95.554
S1	95.423	95.423	95.562	95.337
S2	95.251	95.251	95.531
S3	94.906	95.078	95.499
S4	94.561	94.733	95.404

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%	0.542	0.6%	32%	False	False	12,758
10	96.500	94.940	1.560	1.6%	0.589	0.6%	42%	False	False	14,226
20	97.620	94.940	2.680	2.8%	0.599	0.6%	24%	False	False	17,141
40	97.620	93.025	4.595	4.8%	0.689	0.7%	56%	False	False	20,331
60	97.620	93.025	4.595	4.8%	0.662	0.7%	56%	False	False	18,027
80	97.620	92.000	5.620	5.9%	0.640	0.7%	64%	False	False	13,655
100	97.620	92.000	5.620	5.9%	0.632	0.7%	64%	False	False	10,978
120	98.745	92.000	6.745	7.1%	0.632	0.7%	53%	False	False	9,165

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	0.092
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.236
2.618	96.673
1.618	96.328
1.000	96.115
0.618	95.983
HIGH	95.770
0.618	95.638
0.500	95.598
0.382	95.557
LOW	95.425
0.618	95.212
1.000	95.080
1.618	94.867
2.618	94.522
4.250	93.959

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	95.598	95.588
PP	95.596	95.581
S1	95.595	95.575

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

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