ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	94.550	94.180	-0.370	-0.4%	95.645
High	94.570	94.565	-0.005	0.0%	95.710
Low	94.050	94.180	0.130	0.1%	94.050
Close	94.112	94.453	0.341	0.4%	94.453
Range	0.520	0.385	-0.135	-26.0%	1.660
ATR	0.633	0.620	-0.013	-2.0%	0.000
Volume	1,925	1,187	-738	-38.3%	6,690

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	95.554	95.389	94.665
R3	95.169	95.004	94.559
R2	94.784	94.784	94.524
R1	94.619	94.619	94.488	94.702
PP	94.399	94.399	94.399	94.441
S1	94.234	94.234	94.418	94.317
S2	94.014	94.014	94.382
S3	93.629	93.849	94.347
S4	93.244	93.464	94.241

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.718	98.745	95.366
R3	98.058	97.085	94.910
R2	96.398	96.398	94.757
R1	95.425	95.425	94.605	95.082
PP	94.738	94.738	94.738	94.566
S1	93.765	93.765	94.301	93.422
S2	93.078	93.078	94.149
S3	91.418	92.105	93.997
S4	89.758	90.445	93.540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.710	94.050	1.660	1.8%	0.599	0.6%	24%	False	False	1,338
10	96.425	94.050	2.375	2.5%	0.553	0.6%	17%	False	False	910
20	97.610	94.050	3.560	3.8%	0.574	0.6%	11%	False	False	752
40	97.610	94.050	3.560	3.8%	0.577	0.6%	11%	False	False	600
60	97.610	93.100	4.510	4.8%	0.624	0.7%	30%	False	False	504
80	97.610	92.095	5.515	5.8%	0.561	0.6%	43%	False	False	401
100	97.610	92.095	5.515	5.8%	0.541	0.6%	43%	False	False	326
120	98.375	92.095	6.280	6.6%	0.545	0.6%	38%	False	False	275

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.075
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	96.201
2.618	95.573
1.618	95.188
1.000	94.950
0.618	94.803
HIGH	94.565
0.618	94.418
0.500	94.373
0.382	94.327
LOW	94.180
0.618	93.942
1.000	93.795
1.618	93.557
2.618	93.172
4.250	92.544

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	94.426	94.525
PP	94.399	94.501
S1	94.373	94.477

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

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