ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 19-Sep-2016

Day Change Summary
	Previous	Current
	16-Sep-2016	19-Sep-2016	Change	Change %	Previous Week
Open	95.155	96.015	0.860	0.9%	95.260
High	96.070	96.015	-0.055	-0.1%	96.070
Low	95.150	95.565	0.415	0.4%	94.860
Close	96.055	95.761	-0.294	-0.3%	96.055
Range	0.920	0.450	-0.470	-51.1%	1.210
ATR	0.618	0.609	-0.009	-1.5%	0.000
Volume	39,415	13,261	-26,154	-66.4%	100,024

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.130	96.896	96.009
R3	96.680	96.446	95.885
R2	96.230	96.230	95.844
R1	95.996	95.996	95.802	95.888
PP	95.780	95.780	95.780	95.727
S1	95.546	95.546	95.720	95.438
S2	95.330	95.330	95.678
S3	94.880	95.096	95.637
S4	94.430	94.646	95.513

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.292	98.883	96.721
R3	98.082	97.673	96.388
R2	96.872	96.872	96.277
R1	96.463	96.463	96.166	96.668
PP	95.662	95.662	95.662	95.764
S1	95.253	95.253	95.944	95.458
S2	94.452	94.452	95.833
S3	93.242	94.043	95.722
S4	92.032	92.833	95.390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.070	94.990	1.080	1.1%	0.582	0.6%	71%	False	False	20,577
10	96.070	94.385	1.685	1.8%	0.628	0.7%	82%	False	False	12,789
20	96.210	94.155	2.055	2.1%	0.592	0.6%	78%	False	False	7,024
40	97.610	94.050	3.560	3.7%	0.583	0.6%	48%	False	False	3,888
60	97.610	94.050	3.560	3.7%	0.582	0.6%	48%	False	False	2,741
80	97.610	93.100	4.510	4.7%	0.616	0.6%	59%	False	False	2,134
100	97.610	92.095	5.515	5.8%	0.567	0.6%	66%	False	False	1,726
120	97.610	92.095	5.515	5.8%	0.550	0.6%	66%	False	False	1,443

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.102
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	97.928
2.618	97.193
1.618	96.743
1.000	96.465
0.618	96.293
HIGH	96.015
0.618	95.843
0.500	95.790
0.382	95.737
LOW	95.565
0.618	95.287
1.000	95.115
1.618	94.837
2.618	94.387
4.250	93.652

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	95.790	95.686
PP	95.780	95.610
S1	95.771	95.535

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

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