ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	95.550	95.340	-0.210	-0.2%	95.775
High	95.660	95.560	-0.100	-0.1%	95.855
Low	95.195	95.055	-0.140	-0.1%	94.440
Close	95.322	95.283	-0.039	0.0%	95.328
Range	0.465	0.505	0.040	8.6%	1.415
ATR	0.622	0.614	-0.008	-1.3%	0.000
Volume	29,842	15,654	-14,188	-47.5%	107,254

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.814	96.554	95.561
R3	96.309	96.049	95.422
R2	95.804	95.804	95.376
R1	95.544	95.544	95.329	95.422
PP	95.299	95.299	95.299	95.238
S1	95.039	95.039	95.237	94.917
S2	94.794	94.794	95.190
S3	94.289	94.534	95.144
S4	93.784	94.029	95.005

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	95.675	94.820	0.855	0.9%	0.570	0.6%	54%	False	False	26,643
10	96.245	94.440	1.805	1.9%	0.646	0.7%	47%	False	False	26,382
20	96.250	94.050	2.200	2.3%	0.586	0.6%	56%	False	False	23,249
40	97.620	94.050	3.570	3.7%	0.613	0.6%	35%	False	False	20,335
60	97.620	93.025	4.595	4.8%	0.664	0.7%	49%	False	False	21,507
80	97.620	93.025	4.595	4.8%	0.658	0.7%	49%	False	False	19,975
100	97.620	92.000	5.620	5.9%	0.637	0.7%	58%	False	False	16,089
120	97.620	92.000	5.620	5.9%	0.633	0.7%	58%	False	False	13,454

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.155
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.706
2.618	96.882
1.618	96.377
1.000	96.065
0.618	95.872
HIGH	95.560
0.618	95.367
0.500	95.308
0.382	95.248
LOW	95.055
0.618	94.743
1.000	94.550
1.618	94.238
2.618	93.733
4.250	92.909

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	95.308	95.365
PP	95.299	95.338
S1	95.291	95.310

Download as Excel Spreadsheet

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

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