ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	96.015	95.650	-0.365	-0.4%	95.550
High	96.245	95.965	-0.280	-0.3%	96.250
Low	95.595	95.175	-0.420	-0.4%	95.175
Close	95.660	95.844	0.184	0.2%	95.844
Range	0.650	0.790	0.140	21.5%	1.075
ATR	0.605	0.619	0.013	2.2%	0.000
Volume	19,219	34,951	15,732	81.9%	116,463

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.031	97.728	96.279
R3	97.241	96.938	96.061
R2	96.451	96.451	95.989
R1	96.148	96.148	95.916	96.300
PP	95.661	95.661	95.661	95.737
S1	95.358	95.358	95.772	95.510
S2	94.871	94.871	95.699
S3	94.081	94.568	95.627
S4	93.291	93.778	95.410

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.981	98.488	96.435
R3	97.906	97.413	96.140
R2	96.831	96.831	96.041
R1	96.338	96.338	95.943	96.585
PP	95.756	95.756	95.756	95.880
S1	95.263	95.263	95.745	95.510
S2	94.681	94.681	95.647
S3	93.606	94.188	95.548
S4	92.531	93.113	95.253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.250	95.175	1.075	1.1%	0.555	0.6%	62%	False	True	23,292
10	96.250	94.195	2.055	2.1%	0.569	0.6%	80%	False	False	20,895
20	96.465	94.050	2.415	2.5%	0.578	0.6%	74%	False	False	18,880
40	97.620	94.050	3.570	3.7%	0.594	0.6%	50%	False	False	18,529
60	97.620	93.025	4.595	4.8%	0.678	0.7%	61%	False	False	21,574
80	97.620	93.025	4.595	4.8%	0.637	0.7%	61%	False	False	17,403
100	97.620	92.000	5.620	5.9%	0.632	0.7%	68%	False	False	14,017
120	97.620	92.000	5.620	5.9%	0.634	0.7%	68%	False	False	11,718

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.152
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	99.323
2.618	98.033
1.618	97.243
1.000	96.755
0.618	96.453
HIGH	95.965
0.618	95.663
0.500	95.570
0.382	95.477
LOW	95.175
0.618	94.687
1.000	94.385
1.618	93.897
2.618	93.107
4.250	91.818

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	95.753	95.800
PP	95.661	95.756
S1	95.570	95.713

Download as Excel Spreadsheet

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

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