ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 17-Aug-2016

Day Change Summary
	Previous	Current
	16-Aug-2016	17-Aug-2016	Change	Change %	Previous Week
Open	95.610	94.760	-0.850	-0.9%	96.190
High	95.610	95.085	-0.525	-0.5%	96.465
Low	94.380	94.490	0.110	0.1%	95.190
Close	94.764	94.690	-0.074	-0.1%	95.682
Range	1.230	0.595	-0.635	-51.6%	1.275
ATR	0.679	0.673	-0.006	-0.9%	0.000
Volume	29,135	22,949	-6,186	-21.2%	62,927

Daily Pivots for day following 17-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.540	96.210	95.017
R3	95.945	95.615	94.854
R2	95.350	95.350	94.799
R1	95.020	95.020	94.745	94.888
PP	94.755	94.755	94.755	94.689
S1	94.425	94.425	94.635	94.293
S2	94.160	94.160	94.581
S3	93.565	93.830	94.526
S4	92.970	93.235	94.363

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	95.960	94.380	1.580	1.7%	0.678	0.7%	20%	False	False	17,488
10	96.500	94.380	2.120	2.2%	0.637	0.7%	15%	False	False	16,017
20	97.620	94.380	3.240	3.4%	0.640	0.7%	10%	False	False	17,422
40	97.620	93.025	4.595	4.9%	0.704	0.7%	36%	False	False	20,635
60	97.620	93.025	4.595	4.9%	0.682	0.7%	36%	False	False	18,884
80	97.620	92.000	5.620	5.9%	0.650	0.7%	48%	False	False	14,299
100	97.620	92.000	5.620	5.9%	0.643	0.7%	48%	False	False	11,494
120	98.745	92.000	6.745	7.1%	0.637	0.7%	40%	False	False	9,599

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.108
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.614
2.618	96.643
1.618	96.048
1.000	95.680
0.618	95.453
HIGH	95.085
0.618	94.858
0.500	94.788
0.382	94.717
LOW	94.490
0.618	94.122
1.000	93.895
1.618	93.527
2.618	92.932
4.250	91.961

Fisher Pivots for day following 17-Aug-2016
Pivot	1 day	3 day
R1	94.788	95.075
PP	94.755	94.947
S1	94.723	94.818

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

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