ICE US Dollar Index Future September 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	96.900	95.865	-1.035	-1.1%	97.405
High	97.100	95.890	-1.210	-1.2%	98.500
Low	95.735	94.750	-0.985	-1.0%	96.110
Close	95.980	94.851	-1.129	-1.2%	96.287
Range	1.365	1.140	-0.225	-16.5%	2.390
ATR	0.649	0.691	0.041	6.4%	0.000
Volume	94	190	96	102.1%	736

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.584	97.857	95.478
R3	97.444	96.717	95.165
R2	96.304	96.304	95.060
R1	95.577	95.577	94.956	95.371
PP	95.164	95.164	95.164	95.060
S1	94.437	94.437	94.747	94.231
S2	94.024	94.024	94.642
S3	92.884	93.297	94.538
S4	91.744	92.157	94.224

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.136	102.601	97.602
R3	101.746	100.211	96.944
R2	99.356	99.356	96.725
R1	97.821	97.821	96.506	97.394
PP	96.966	96.966	96.966	96.752
S1	95.431	95.431	96.068	95.004
S2	94.576	94.576	95.849
S3	92.186	93.041	95.630
S4	89.796	90.651	94.973

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.100	94.750	2.350	2.5%	0.721	0.8%	4%	False	True	81
10	98.500	94.750	3.750	4.0%	0.789	0.8%	3%	False	True	111
20	98.745	94.750	3.995	4.2%	0.588	0.6%	3%	False	True	71
40	99.980	94.750	5.230	5.5%	0.513	0.5%	2%	False	True	47
60	100.030	94.750	5.280	5.6%	0.456	0.5%	2%	False	True	36

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.216
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.735
2.618	98.875
1.618	97.735
1.000	97.030
0.618	96.595
HIGH	95.890
0.618	95.455
0.500	95.320
0.382	95.185
LOW	94.750
0.618	94.045
1.000	93.610
1.618	92.905
2.618	91.765
4.250	89.905

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	95.320	95.925
PP	95.164	95.567
S1	95.007	95.209

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

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