ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 22-Sep-2016

Day Change Summary
	Previous	Current
	21-Sep-2016	22-Sep-2016	Change	Change %	Previous Week
Open	95.945	95.455	-0.490	-0.5%	95.260
High	96.305	95.490	-0.815	-0.8%	96.070
Low	95.320	94.950	-0.370	-0.4%	94.860
Close	95.665	95.381	-0.284	-0.3%	96.055
Range	0.985	0.540	-0.445	-45.2%	1.210
ATR	0.626	0.633	0.006	1.0%	0.000
Volume	29,366	24,311	-5,055	-17.2%	100,024

Daily Pivots for day following 22-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.894	96.677	95.678
R3	96.354	96.137	95.530
R2	95.814	95.814	95.480
R1	95.597	95.597	95.431	95.436
PP	95.274	95.274	95.274	95.193
S1	95.057	95.057	95.331	94.895
S2	94.734	94.734	95.282
S3	94.194	94.517	95.232
S4	93.654	93.977	95.084

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	96.305	94.950	1.355	1.4%	0.671	0.7%	32%	False	True	24,473
10	96.305	94.760	1.545	1.6%	0.617	0.6%	40%	False	False	18,757
20	96.305	94.155	2.150	2.3%	0.629	0.7%	57%	False	False	10,386
40	96.705	94.050	2.655	2.8%	0.598	0.6%	50%	False	False	5,606
60	97.610	94.050	3.560	3.7%	0.579	0.6%	37%	False	False	3,865
80	97.610	93.100	4.510	4.7%	0.625	0.7%	51%	False	False	3,003
100	97.610	93.100	4.510	4.7%	0.570	0.6%	51%	False	False	2,421
120	97.610	92.095	5.515	5.8%	0.557	0.6%	60%	False	False	2,023

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.122
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.785
2.618	96.904
1.618	96.364
1.000	96.030
0.618	95.824
HIGH	95.490
0.618	95.284
0.500	95.220
0.382	95.156
LOW	94.950
0.618	94.616
1.000	94.410
1.618	94.076
2.618	93.536
4.250	92.655

Fisher Pivots for day following 22-Sep-2016
Pivot	1 day	3 day
R1	95.327	95.628
PP	95.274	95.545
S1	95.220	95.463

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

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