ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 30-Dec-2016

Day Change Summary
	Previous	Current
	29-Dec-2016	30-Dec-2016	Change	Change %	Previous Week
Open	103.195	102.240	-0.955	-0.9%	103.055
High	103.210	102.630	-0.580	-0.6%	103.575
Low	102.650	101.950	-0.700	-0.7%	101.950
Close	102.711	102.286	-0.425	-0.4%	102.286
Range	0.560	0.680	0.120	21.4%	1.625
ATR	0.750	0.751	0.001	0.1%	0.000
Volume	31,939	38,079	6,140	19.2%	98,027

Daily Pivots for day following 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.329	103.987	102.660
R3	103.649	103.307	102.473
R2	102.969	102.969	102.411
R1	102.627	102.627	102.348	102.798
PP	102.289	102.289	102.289	102.374
S1	101.947	101.947	102.224	102.118
S2	101.609	101.609	102.161
S3	100.929	101.267	102.099
S4	100.249	100.587	101.912

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	107.479	106.507	103.180
R3	105.854	104.882	102.733
R2	104.229	104.229	102.584
R1	103.257	103.257	102.435	102.931
PP	102.604	102.604	102.604	102.440
S1	101.632	101.632	102.137	101.306
S2	100.979	100.979	101.988
S3	99.354	100.007	101.839
S4	97.729	98.382	101.392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.575	101.950	1.625	1.6%	0.494	0.5%	21%	False	True	22,001
10	103.625	101.950	1.675	1.6%	0.563	0.5%	20%	False	True	25,728
20	103.625	99.250	4.375	4.3%	0.808	0.8%	69%	False	False	22,830
40	103.625	95.820	7.805	7.6%	0.819	0.8%	83%	False	False	12,306
60	103.625	95.820	7.805	7.6%	0.717	0.7%	83%	False	False	8,366
80	103.625	94.710	8.915	8.7%	0.662	0.6%	85%	False	False	6,328

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.140
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.520
2.618	104.410
1.618	103.730
1.000	103.310
0.618	103.050
HIGH	102.630
0.618	102.370
0.500	102.290
0.382	102.210
LOW	101.950
0.618	101.530
1.000	101.270
1.618	100.850
2.618	100.170
4.250	99.060

Fisher Pivots for day following 30-Dec-2016
Pivot	1 day	3 day
R1	102.290	102.763
PP	102.289	102.604
S1	102.287	102.445

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

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