ICE US Dollar Index Future June 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	96.310	96.650	0.340	0.4%	97.415
High	96.740	96.905	0.165	0.2%	98.500
Low	96.135	96.490	0.355	0.4%	95.975
Close	96.665	96.668	0.003	0.0%	96.227
Range	0.605	0.415	-0.190	-31.4%	2.525
ATR	0.807	0.779	-0.028	-3.5%	0.000
Volume	15,152	12,477	-2,675	-17.7%	137,457

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.933	97.715	96.896
R3	97.518	97.300	96.782
R2	97.103	97.103	96.744
R1	96.885	96.885	96.706	96.994
PP	96.688	96.688	96.688	96.742
S1	96.470	96.470	96.630	96.579
S2	96.273	96.273	96.592
S3	95.858	96.055	96.554
S4	95.443	95.640	96.440

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%	0.994	1.0%	27%	False	False	30,696
10	98.700	95.975	2.725	2.8%	0.837	0.9%	25%	False	False	17,156
20	98.700	95.975	2.725	2.8%	0.713	0.7%	25%	False	False	9,131
40	99.985	95.405	4.580	4.7%	0.756	0.8%	28%	False	False	4,835
60	99.985	95.405	4.580	4.7%	0.699	0.7%	28%	False	False	3,286
80	100.700	95.405	5.295	5.5%	0.693	0.7%	24%	False	False	2,492
100	100.700	95.405	5.295	5.5%	0.627	0.6%	24%	False	False	1,996
120	100.700	94.317	6.383	6.6%	0.572	0.6%	37%	False	False	1,665

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.325
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	98.669
2.618	97.991
1.618	97.576
1.000	97.320
0.618	97.161
HIGH	96.905
0.618	96.746
0.500	96.698
0.382	96.649
LOW	96.490
0.618	96.234
1.000	96.075
1.618	95.819
2.618	95.404
4.250	94.726

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	96.698	96.592
PP	96.688	96.516
S1	96.678	96.440

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

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