ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	95.650	95.775	0.125	0.1%	95.550
High	95.965	95.855	-0.110	-0.1%	96.250
Low	95.175	94.755	-0.420	-0.4%	95.175
Close	95.844	94.823	-1.021	-1.1%	95.844
Range	0.790	1.100	0.310	39.2%	1.075
ATR	0.619	0.653	0.034	5.6%	0.000
Volume	34,951	26,758	-8,193	-23.4%	116,463

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.444	97.734	95.428
R3	97.344	96.634	95.126
R2	96.244	96.244	95.025
R1	95.534	95.534	94.924	95.339
PP	95.144	95.144	95.144	95.047
S1	94.434	94.434	94.722	94.239
S2	94.044	94.044	94.621
S3	92.944	93.334	94.521
S4	91.844	92.234	94.218

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	94.755	1.495	1.6%	0.703	0.7%	5%	False	True	25,085
10	96.250	94.195	2.055	2.2%	0.628	0.7%	31%	False	False	22,179
20	96.465	94.050	2.415	2.5%	0.616	0.6%	32%	False	False	19,898
40	97.620	94.050	3.570	3.8%	0.609	0.6%	22%	False	False	18,907
60	97.620	93.025	4.595	4.8%	0.684	0.7%	39%	False	False	21,415
80	97.620	93.025	4.595	4.8%	0.647	0.7%	39%	False	False	17,733
100	97.620	92.000	5.620	5.9%	0.638	0.7%	50%	False	False	14,280
120	97.620	92.000	5.620	5.9%	0.632	0.7%	50%	False	False	11,940

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	0.146
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	100.530
2.618	98.735
1.618	97.635
1.000	96.955
0.618	96.535
HIGH	95.855
0.618	95.435
0.500	95.305
0.382	95.175
LOW	94.755
0.618	94.075
1.000	93.655
1.618	92.975
2.618	91.875
4.250	90.080

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	95.305	95.500
PP	95.144	95.274
S1	94.984	95.049

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

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