ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	95.990	96.015	0.025	0.0%	94.570
High	96.250	96.245	-0.005	0.0%	95.585
Low	95.895	95.595	-0.300	-0.3%	94.195
Close	96.012	95.660	-0.352	-0.4%	95.542
Range	0.355	0.650	0.295	83.1%	1.390
ATR	0.602	0.605	0.003	0.6%	0.000
Volume	23,728	19,219	-4,509	-19.0%	92,494

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.783	97.372	96.018
R3	97.133	96.722	95.839
R2	96.483	96.483	95.779
R1	96.072	96.072	95.720	95.953
PP	95.833	95.833	95.833	95.774
S1	95.422	95.422	95.600	95.303
S2	95.183	95.183	95.541
S3	94.533	94.772	95.481
S4	93.883	94.122	95.303

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	96.250	94.200	2.050	2.1%	0.674	0.7%	71%	False	False	24,553
10	96.250	94.180	2.070	2.2%	0.532	0.6%	71%	False	False	19,805
20	96.500	94.050	2.450	2.6%	0.589	0.6%	66%	False	False	18,338
40	97.620	94.050	3.570	3.7%	0.598	0.6%	45%	False	False	18,391
60	97.620	93.025	4.595	4.8%	0.677	0.7%	57%	False	False	21,428
80	97.620	93.025	4.595	4.8%	0.634	0.7%	57%	False	False	16,970
100	97.620	92.000	5.620	5.9%	0.632	0.7%	65%	False	False	13,671
120	97.620	92.000	5.620	5.9%	0.630	0.7%	65%	False	False	11,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.121
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.008
2.618	97.947
1.618	97.297
1.000	96.895
0.618	96.647
HIGH	96.245
0.618	95.997
0.500	95.920
0.382	95.843
LOW	95.595
0.618	95.193
1.000	94.945
1.618	94.543
2.618	93.893
4.250	92.833

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	95.920	95.878
PP	95.833	95.805
S1	95.747	95.733

Download as Excel Spreadsheet

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

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