ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	95.950	95.610	-0.340	-0.4%	95.535
High	96.175	95.905	-0.270	-0.3%	96.210
Low	95.555	95.140	-0.415	-0.4%	95.140
Close	95.610	95.794	0.184	0.2%	95.794
Range	0.620	0.765	0.145	23.4%	1.070
ATR	0.581	0.594	0.013	2.3%	0.000
Volume	1,030	2,974	1,944	188.7%	7,988

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.908	97.616	96.215
R3	97.143	96.851	96.004
R2	96.378	96.378	95.934
R1	96.086	96.086	95.864	96.232
PP	95.613	95.613	95.613	95.686
S1	95.321	95.321	95.724	95.467
S2	94.848	94.848	95.654
S3	94.083	94.556	95.584
S4	93.318	93.791	95.373

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.925	98.429	96.382
R3	97.855	97.359	96.088
R2	96.785	96.785	95.990
R1	96.289	96.289	95.892	96.537
PP	95.715	95.715	95.715	95.839
S1	95.219	95.219	95.696	95.467
S2	94.645	94.645	95.598
S3	93.575	94.149	95.500
S4	92.505	93.079	95.206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.210	95.140	1.070	1.1%	0.543	0.6%	61%	False	True	1,597
10	96.210	94.155	2.055	2.1%	0.555	0.6%	80%	False	False	1,259
20	96.425	94.050	2.375	2.5%	0.554	0.6%	73%	False	False	1,084
40	97.610	94.050	3.560	3.7%	0.553	0.6%	49%	False	False	781
60	97.610	93.100	4.510	4.7%	0.623	0.7%	60%	False	False	685
80	97.610	93.100	4.510	4.7%	0.579	0.6%	60%	False	False	553
100	97.610	92.095	5.515	5.8%	0.555	0.6%	67%	False	False	450
120	97.610	92.095	5.515	5.8%	0.535	0.6%	67%	False	False	379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.147
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	99.156
2.618	97.908
1.618	97.143
1.000	96.670
0.618	96.378
HIGH	95.905
0.618	95.613
0.500	95.523
0.382	95.432
LOW	95.140
0.618	94.667
1.000	94.375
1.618	93.902
2.618	93.137
4.250	91.889

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	95.704	95.754
PP	95.613	95.715
S1	95.523	95.675

Download as Excel Spreadsheet

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

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