ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	94.575	95.535	0.960	1.0%	94.600
High	95.530	95.765	0.235	0.2%	95.530
Low	94.155	95.395	1.240	1.3%	94.155
Close	95.502	95.503	0.001	0.0%	95.502
Range	1.375	0.370	-1.005	-73.1%	1.375
ATR	0.612	0.595	-0.017	-2.8%	0.000
Volume	1,751	1,238	-513	-29.3%	4,602

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.664	96.454	95.707
R3	96.294	96.084	95.605
R2	95.924	95.924	95.571
R1	95.714	95.714	95.537	95.634
PP	95.554	95.554	95.554	95.515
S1	95.344	95.344	95.469	95.264
S2	95.184	95.184	95.435
S3	94.814	94.974	95.401
S4	94.444	94.604	95.300

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.187	98.720	96.258
R3	97.812	97.345	95.880
R2	96.437	96.437	95.754
R1	95.970	95.970	95.628	96.204
PP	95.062	95.062	95.062	95.179
S1	94.595	94.595	95.376	94.829
S2	93.687	93.687	95.250
S3	92.312	93.220	95.124
S4	90.937	91.845	94.746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.765	94.155	1.610	1.7%	0.541	0.6%	84%	True	False	991
10	95.765	94.050	1.715	1.8%	0.589	0.6%	85%	True	False	1,200
20	96.450	94.050	2.400	2.5%	0.572	0.6%	61%	False	False	880
40	97.610	94.050	3.560	3.7%	0.561	0.6%	41%	False	False	659
60	97.610	93.100	4.510	4.7%	0.614	0.6%	53%	False	False	585
80	97.610	93.100	4.510	4.7%	0.569	0.6%	53%	False	False	470
100	97.610	92.095	5.515	5.8%	0.549	0.6%	62%	False	False	384
120	97.610	92.095	5.515	5.8%	0.535	0.6%	62%	False	False	323

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.113
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.338
2.618	96.734
1.618	96.364
1.000	96.135
0.618	95.994
HIGH	95.765
0.618	95.624
0.500	95.580
0.382	95.536
LOW	95.395
0.618	95.166
1.000	95.025
1.618	94.796
2.618	94.426
4.250	93.822

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	95.580	95.322
PP	95.554	95.141
S1	95.529	94.960

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

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