ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 07-Sep-2016

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	95.700	94.800	-0.900	-0.9%	95.535
High	95.790	94.980	-0.810	-0.8%	96.210
Low	94.715	94.640	-0.075	-0.1%	95.140
Close	94.763	94.886	0.123	0.1%	95.794
Range	1.075	0.340	-0.735	-68.4%	1.070
ATR	0.629	0.608	-0.021	-3.3%	0.000
Volume	3,612	2,049	-1,563	-43.3%	7,988

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	95.855	95.711	95.073
R3	95.515	95.371	94.979
R2	95.175	95.175	94.948
R1	95.031	95.031	94.917	95.103
PP	94.835	94.835	94.835	94.872
S1	94.691	94.691	94.855	94.763
S2	94.495	94.495	94.824
S3	94.155	94.351	94.793
S4	93.815	94.011	94.699

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	94.640	1.570	1.7%	0.632	0.7%	16%	False	True	2,258
10	96.210	94.155	2.055	2.2%	0.611	0.6%	36%	False	False	1,648
20	96.210	94.050	2.160	2.3%	0.588	0.6%	39%	False	False	1,332
40	97.610	94.050	3.560	3.8%	0.563	0.6%	23%	False	False	912
60	97.610	93.100	4.510	4.8%	0.626	0.7%	40%	False	False	772
80	97.610	93.100	4.510	4.8%	0.591	0.6%	40%	False	False	622
100	97.610	92.095	5.515	5.8%	0.560	0.6%	51%	False	False	506
120	97.610	92.095	5.515	5.8%	0.540	0.6%	51%	False	False	426

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.151
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	96.425
2.618	95.870
1.618	95.530
1.000	95.320
0.618	95.190
HIGH	94.980
0.618	94.850
0.500	94.810
0.382	94.770
LOW	94.640
0.618	94.430
1.000	94.300
1.618	94.090
2.618	93.750
4.250	93.195

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	94.861	95.273
PP	94.835	95.144
S1	94.810	95.015

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

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