ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 17-Aug-2016

Day Change Summary
	Previous	Current
	16-Aug-2016	17-Aug-2016	Change	Change %	Previous Week
Open	95.560	94.730	-0.830	-0.9%	96.235
High	95.560	95.000	-0.560	-0.6%	96.425
Low	94.340	94.450	0.110	0.1%	95.145
Close	94.729	94.655	-0.074	-0.1%	95.642
Range	1.220	0.550	-0.670	-54.9%	1.280
ATR	0.642	0.635	-0.007	-1.0%	0.000
Volume	1,711	1,337	-374	-21.9%	2,411

Daily Pivots for day following 17-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.352	96.053	94.958
R3	95.802	95.503	94.806
R2	95.252	95.252	94.756
R1	94.953	94.953	94.705	94.828
PP	94.702	94.702	94.702	94.639
S1	94.403	94.403	94.605	94.278
S2	94.152	94.152	94.554
S3	93.602	93.853	94.504
S4	93.052	93.303	94.353

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.577	98.890	96.346
R3	98.297	97.610	95.994
R2	97.017	97.017	95.877
R1	96.330	96.330	95.759	96.034
PP	95.737	95.737	95.737	95.589
S1	95.050	95.050	95.525	94.754
S2	94.457	94.457	95.407
S3	93.177	93.770	95.290
S4	91.897	92.490	94.938

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.920	94.340	1.580	1.7%	0.652	0.7%	20%	False	False	964
10	96.450	94.340	2.110	2.2%	0.603	0.6%	15%	False	False	744
20	97.610	94.340	3.270	3.5%	0.587	0.6%	10%	False	False	636
40	97.610	93.100	4.510	4.8%	0.639	0.7%	34%	False	False	586
60	97.610	93.100	4.510	4.8%	0.625	0.7%	34%	False	False	458
80	97.610	92.095	5.515	5.8%	0.566	0.6%	46%	False	False	364
100	97.610	92.095	5.515	5.8%	0.546	0.6%	46%	False	False	296
120	98.790	92.095	6.695	7.1%	0.543	0.6%	38%	False	False	249

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	0.097
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.338
2.618	96.440
1.618	95.890
1.000	95.550
0.618	95.340
HIGH	95.000
0.618	94.790
0.500	94.725
0.382	94.660
LOW	94.450
0.618	94.110
1.000	93.900
1.618	93.560
2.618	93.010
4.250	92.113

Fisher Pivots for day following 17-Aug-2016
Pivot	1 day	3 day
R1	94.725	95.025
PP	94.702	94.902
S1	94.678	94.778

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

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