ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	95.610	95.700	0.090	0.1%	95.535
High	95.905	95.790	-0.115	-0.1%	96.210
Low	95.140	94.715	-0.425	-0.4%	95.140
Close	95.794	94.763	-1.031	-1.1%	95.794
Range	0.765	1.075	0.310	40.5%	1.070
ATR	0.594	0.629	0.035	5.8%	0.000
Volume	2,974	3,612	638	21.5%	7,988

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.314	97.614	95.354
R3	97.239	96.539	95.059
R2	96.164	96.164	94.960
R1	95.464	95.464	94.862	95.277
PP	95.089	95.089	95.089	94.996
S1	94.389	94.389	94.664	94.202
S2	94.014	94.014	94.566
S3	92.939	93.314	94.467
S4	91.864	92.239	94.172

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	94.715	1.495	1.6%	0.684	0.7%	3%	False	True	2,072
10	96.210	94.155	2.055	2.2%	0.613	0.6%	30%	False	False	1,532
20	96.425	94.050	2.375	2.5%	0.593	0.6%	30%	False	False	1,254
40	97.610	94.050	3.560	3.8%	0.567	0.6%	20%	False	False	866
60	97.610	93.100	4.510	4.8%	0.633	0.7%	37%	False	False	742
80	97.610	93.100	4.510	4.8%	0.590	0.6%	37%	False	False	598
100	97.610	92.095	5.515	5.8%	0.563	0.6%	48%	False	False	486
120	97.610	92.095	5.515	5.8%	0.540	0.6%	48%	False	False	409

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	0.135
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	100.359
2.618	98.604
1.618	97.529
1.000	96.865
0.618	96.454
HIGH	95.790
0.618	95.379
0.500	95.253
0.382	95.126
LOW	94.715
0.618	94.051
1.000	93.640
1.618	92.976
2.618	91.901
4.250	90.146

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	95.253	95.445
PP	95.089	95.218
S1	94.926	94.990

Download as Excel Spreadsheet

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

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