ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	98.905	98.285	-0.620	-0.6%	98.680
High	98.920	98.675	-0.245	-0.2%	99.090
Low	98.225	98.275	0.050	0.1%	98.225
Close	98.342	98.422	0.080	0.1%	98.342
Range	0.695	0.400	-0.295	-42.4%	0.865
ATR	0.539	0.529	-0.010	-1.8%	0.000
Volume	23,967	13,523	-10,444	-43.6%	106,288

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.657	99.440	98.642
R3	99.257	99.040	98.532
R2	98.857	98.857	98.495
R1	98.640	98.640	98.459	98.749
PP	98.457	98.457	98.457	98.512
S1	98.240	98.240	98.385	98.349
S2	98.057	98.057	98.349
S3	97.657	97.840	98.312
S4	97.257	97.440	98.202

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.147	100.610	98.818
R3	100.282	99.745	98.580
R2	99.417	99.417	98.501
R1	98.880	98.880	98.421	98.716
PP	98.552	98.552	98.552	98.471
S1	98.015	98.015	98.263	97.851
S2	97.687	97.687	98.183
S3	96.822	97.150	98.104
S4	95.957	96.285	97.866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.090	98.225	0.865	0.9%	0.524	0.5%	23%	False	False	20,896
10	99.090	97.600	1.490	1.5%	0.483	0.5%	55%	False	False	20,696
20	99.090	95.660	3.430	3.5%	0.541	0.5%	81%	False	False	24,802
40	99.090	94.385	4.705	4.8%	0.550	0.6%	86%	False	False	20,361
60	99.090	94.050	5.040	5.1%	0.552	0.6%	87%	False	False	13,935
80	99.090	94.050	5.040	5.1%	0.552	0.6%	87%	False	False	10,571
100	99.090	93.100	5.990	6.1%	0.594	0.6%	89%	False	False	8,555
120	99.090	93.100	5.990	6.1%	0.570	0.6%	89%	False	False	7,156

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.103
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.375
2.618	99.722
1.618	99.322
1.000	99.075
0.618	98.922
HIGH	98.675
0.618	98.522
0.500	98.475
0.382	98.428
LOW	98.275
0.618	98.028
1.000	97.875
1.618	97.628
2.618	97.228
4.250	96.575

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	98.475	98.615
PP	98.457	98.551
S1	98.440	98.486

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

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