ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	95.945	95.950	0.005	0.0%	94.600
High	96.210	96.175	-0.035	0.0%	95.530
Low	95.850	95.555	-0.295	-0.3%	94.155
Close	95.967	95.610	-0.357	-0.4%	95.502
Range	0.360	0.620	0.260	72.2%	1.375
ATR	0.578	0.581	0.003	0.5%	0.000
Volume	1,626	1,030	-596	-36.7%	4,602

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.640	97.245	95.951
R3	97.020	96.625	95.781
R2	96.400	96.400	95.724
R1	96.005	96.005	95.667	95.893
PP	95.780	95.780	95.780	95.724
S1	95.385	95.385	95.553	95.273
S2	95.160	95.160	95.496
S3	94.540	94.765	95.440
S4	93.920	94.145	95.269

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	96.210	94.155	2.055	2.1%	0.665	0.7%	71%	False	False	1,353
10	96.210	94.155	2.055	2.1%	0.518	0.5%	71%	False	False	1,080
20	96.450	94.050	2.400	2.5%	0.564	0.6%	65%	False	False	985
40	97.610	94.050	3.560	3.7%	0.556	0.6%	44%	False	False	719
60	97.610	93.100	4.510	4.7%	0.621	0.6%	56%	False	False	638
80	97.610	93.100	4.510	4.7%	0.577	0.6%	56%	False	False	516
100	97.610	92.095	5.515	5.8%	0.550	0.6%	64%	False	False	420
120	97.610	92.095	5.515	5.8%	0.537	0.6%	64%	False	False	354

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.117
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.810
2.618	97.798
1.618	97.178
1.000	96.795
0.618	96.558
HIGH	96.175
0.618	95.938
0.500	95.865
0.382	95.792
LOW	95.555
0.618	95.172
1.000	94.935
1.618	94.552
2.618	93.932
4.250	92.920

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	95.865	95.845
PP	95.780	95.767
S1	95.695	95.688

Download as Excel Spreadsheet

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

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