ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 12-Sep-2016

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	94.975	95.315	0.340	0.4%	95.775
High	95.580	95.450	-0.130	-0.1%	95.855
Low	94.820	94.925	0.105	0.1%	94.440
Close	95.328	95.088	-0.240	-0.3%	95.328
Range	0.760	0.525	-0.235	-30.9%	1.415
ATR	0.646	0.638	-0.009	-1.3%	0.000
Volume	30,817	31,107	290	0.9%	107,254

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.729	96.434	95.377
R3	96.204	95.909	95.232
R2	95.679	95.679	95.184
R1	95.384	95.384	95.136	95.269
PP	95.154	95.154	95.154	95.097
S1	94.859	94.859	95.040	94.744
S2	94.629	94.629	94.992
S3	94.104	94.334	94.944
S4	93.579	93.809	94.799

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.453	98.805	96.106
R3	98.038	97.390	95.717
R2	96.623	96.623	95.587
R1	95.975	95.975	95.458	95.592
PP	95.208	95.208	95.208	95.016
S1	94.560	94.560	95.198	94.177
S2	93.793	93.793	95.069
S3	92.378	93.145	94.939
S4	90.963	91.730	94.550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.855	94.440	1.415	1.5%	0.691	0.7%	46%	False	False	27,672
10	96.250	94.440	1.810	1.9%	0.623	0.7%	36%	False	False	25,482
20	96.250	94.050	2.200	2.3%	0.616	0.6%	47%	False	False	22,651
40	97.620	94.050	3.570	3.8%	0.605	0.6%	29%	False	False	19,998
60	97.620	93.025	4.595	4.8%	0.669	0.7%	45%	False	False	21,368
80	97.620	93.025	4.595	4.8%	0.651	0.7%	45%	False	False	19,101
100	97.620	92.000	5.620	5.9%	0.640	0.7%	55%	False	False	15,387
120	97.620	92.000	5.620	5.9%	0.631	0.7%	55%	False	False	12,864

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.142
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.681
2.618	96.824
1.618	96.299
1.000	95.975
0.618	95.774
HIGH	95.450
0.618	95.249
0.500	95.188
0.382	95.126
LOW	94.925
0.618	94.601
1.000	94.400
1.618	94.076
2.618	93.551
4.250	92.694

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	95.188	95.062
PP	95.154	95.036
S1	95.121	95.010

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

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