ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	96.240	96.310	0.070	0.1%	97.415
High	96.760	96.740	-0.020	0.0%	98.500
Low	95.975	96.135	0.160	0.2%	95.975
Close	96.227	96.665	0.438	0.5%	96.227
Range	0.785	0.605	-0.180	-22.9%	2.525
ATR	0.823	0.807	-0.016	-1.9%	0.000
Volume	34,800	15,152	-19,648	-56.5%	137,457

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.328	98.102	96.998
R3	97.723	97.497	96.831
R2	97.118	97.118	96.776
R1	96.892	96.892	96.720	97.005
PP	96.513	96.513	96.513	96.570
S1	96.287	96.287	96.610	96.400
S2	95.908	95.908	96.554
S3	95.303	95.682	96.499
S4	94.698	95.077	96.332

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.476	102.876	97.616
R3	101.951	100.351	96.921
R2	99.426	99.426	96.690
R1	97.826	97.826	96.458	97.364
PP	96.901	96.901	96.901	96.669
S1	95.301	95.301	95.996	94.839
S2	94.376	94.376	95.764
S3	91.851	92.776	95.533
S4	89.326	90.251	94.838

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.500	95.975	2.525	2.6%	0.989	1.0%	27%	False	False	29,490
10	98.700	95.975	2.725	2.8%	0.841	0.9%	25%	False	False	16,026
20	98.700	95.975	2.725	2.8%	0.723	0.7%	25%	False	False	8,526
40	99.985	95.405	4.580	4.7%	0.756	0.8%	28%	False	False	4,526
60	99.985	95.405	4.580	4.7%	0.701	0.7%	28%	False	False	3,080
80	100.700	95.405	5.295	5.5%	0.694	0.7%	24%	False	False	2,337
100	100.700	95.405	5.295	5.5%	0.631	0.7%	24%	False	False	1,872
120	100.700	94.317	6.383	6.6%	0.571	0.6%	37%	False	False	1,561

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.318
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.311
2.618	98.324
1.618	97.719
1.000	97.345
0.618	97.114
HIGH	96.740
0.618	96.509
0.500	96.438
0.382	96.366
LOW	96.135
0.618	95.761
1.000	95.530
1.618	95.156
2.618	94.551
4.250	93.564

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	96.589	97.238
PP	96.513	97.047
S1	96.438	96.856

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

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