ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	94.675	95.550	0.875	0.9%	94.570
High	95.585	95.805	0.220	0.2%	95.585
Low	94.200	95.445	1.245	1.3%	94.195
Close	95.542	95.543	0.001	0.0%	95.542
Range	1.385	0.360	-1.025	-74.0%	1.390
ATR	0.641	0.621	-0.020	-3.1%	0.000
Volume	41,256	17,793	-23,463	-56.9%	92,494

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.678	96.470	95.741
R3	96.318	96.110	95.642
R2	95.958	95.958	95.609
R1	95.750	95.750	95.576	95.674
PP	95.598	95.598	95.598	95.560
S1	95.390	95.390	95.510	95.314
S2	95.238	95.238	95.477
S3	94.878	95.030	95.444
S4	94.518	94.670	95.345

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.277	98.800	96.307
R3	97.887	97.410	95.924
R2	96.497	96.497	95.797
R1	96.020	96.020	95.669	96.259
PP	95.107	95.107	95.107	95.227
S1	94.630	94.630	95.415	94.869
S2	93.717	93.717	95.287
S3	92.327	93.240	95.160
S4	90.937	91.850	94.778

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.805	94.195	1.610	1.7%	0.552	0.6%	84%	True	False	19,272
10	95.805	94.050	1.755	1.8%	0.610	0.6%	85%	True	False	20,875
20	96.500	94.050	2.450	2.6%	0.599	0.6%	61%	False	False	17,551
40	97.620	94.050	3.570	3.7%	0.606	0.6%	42%	False	False	18,516
60	97.620	93.025	4.595	4.8%	0.671	0.7%	55%	False	False	21,206
80	97.620	93.025	4.595	4.8%	0.632	0.7%	55%	False	False	16,192
100	97.620	92.000	5.620	5.9%	0.634	0.7%	63%	False	False	13,042
120	98.500	92.000	6.500	6.8%	0.643	0.7%	55%	False	False	10,898

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.117
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.335
2.618	96.747
1.618	96.387
1.000	96.165
0.618	96.027
HIGH	95.805
0.618	95.667
0.500	95.625
0.382	95.583
LOW	95.445
0.618	95.223
1.000	95.085
1.618	94.863
2.618	94.503
4.250	93.915

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	95.625	95.363
PP	95.598	95.183
S1	95.570	95.003

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

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