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 |  | 
    
        
        |  | 
    
        | 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 |  |