ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 24-Aug-2016

Day Change Summary
	Previous	Current
	23-Aug-2016	24-Aug-2016	Change	Change %	Previous Week
Open	94.545	94.550	0.005	0.0%	95.675
High	94.565	94.870	0.305	0.3%	95.770
Low	94.195	94.470	0.275	0.3%	94.050
Close	94.494	94.747	0.253	0.3%	94.483
Range	0.370	0.400	0.030	8.1%	1.720
ATR	0.626	0.610	-0.016	-2.6%	0.000
Volume	15,637	13,896	-1,741	-11.1%	105,718

Daily Pivots for day following 24-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	95.896	95.721	94.967
R3	95.496	95.321	94.857
R2	95.096	95.096	94.820
R1	94.921	94.921	94.784	95.009
PP	94.696	94.696	94.696	94.739
S1	94.521	94.521	94.710	94.609
S2	94.296	94.296	94.674
S3	93.896	94.121	94.637
S4	93.496	93.721	94.527

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.928	98.925	95.429
R3	98.208	97.205	94.956
R2	96.488	96.488	94.798
R1	95.485	95.485	94.641	95.127
PP	94.768	94.768	94.768	94.588
S1	93.765	93.765	94.325	93.407
S2	93.048	93.048	94.168
S3	91.328	92.045	94.010
S4	89.608	90.325	93.537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.940	94.050	0.890	0.9%	0.457	0.5%	78%	False	False	17,968
10	95.960	94.050	1.910	2.0%	0.568	0.6%	36%	False	False	17,728
20	96.760	94.050	2.710	2.9%	0.610	0.6%	26%	False	False	17,716
40	97.620	94.050	3.570	3.8%	0.614	0.6%	20%	False	False	18,880
60	97.620	93.025	4.595	4.8%	0.684	0.7%	37%	False	False	20,285
80	97.620	92.000	5.620	5.9%	0.635	0.7%	49%	False	False	15,387
100	97.620	92.000	5.620	5.9%	0.632	0.7%	49%	False	False	12,382
120	98.500	92.000	6.500	6.9%	0.638	0.7%	42%	False	False	10,345

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.077
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.570
2.618	95.917
1.618	95.517
1.000	95.270
0.618	95.117
HIGH	94.870
0.618	94.717
0.500	94.670
0.382	94.623
LOW	94.470
0.618	94.223
1.000	94.070
1.618	93.823
2.618	93.423
4.250	92.770

Fisher Pivots for day following 24-Aug-2016
Pivot	1 day	3 day
R1	94.721	94.687
PP	94.696	94.627
S1	94.670	94.568

Download as Excel Spreadsheet

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

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