ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	95.455	95.310	-0.145	-0.2%	96.015
High	95.490	95.605	0.115	0.1%	96.305
Low	94.950	95.280	0.330	0.3%	94.950
Close	95.381	95.392	0.011	0.0%	95.392
Range	0.540	0.325	-0.215	-39.8%	1.355
ATR	0.633	0.611	-0.022	-3.5%	0.000
Volume	24,311	16,219	-8,092	-33.3%	99,173

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.401	96.221	95.571
R3	96.076	95.896	95.481
R2	95.751	95.751	95.452
R1	95.571	95.571	95.422	95.661
PP	95.426	95.426	95.426	95.471
S1	95.246	95.246	95.362	95.336
S2	95.101	95.101	95.332
S3	94.776	94.921	95.303
S4	94.451	94.596	95.213

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.614	98.858	96.137
R3	98.259	97.503	95.765
R2	96.904	96.904	95.640
R1	96.148	96.148	95.516	95.849
PP	95.549	95.549	95.549	95.399
S1	94.793	94.793	95.268	94.494
S2	94.194	94.194	95.144
S3	92.839	93.438	95.019
S4	91.484	92.083	94.647

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.305	94.950	1.355	1.4%	0.552	0.6%	33%	False	False	19,834
10	96.305	94.860	1.445	1.5%	0.575	0.6%	37%	False	False	19,919
20	96.305	94.155	2.150	2.3%	0.634	0.7%	58%	False	False	11,177
40	96.525	94.050	2.475	2.6%	0.595	0.6%	54%	False	False	5,991
60	97.610	94.050	3.560	3.7%	0.569	0.6%	38%	False	False	4,126
80	97.610	93.100	4.510	4.7%	0.624	0.7%	51%	False	False	3,202
100	97.610	93.100	4.510	4.7%	0.569	0.6%	51%	False	False	2,582
120	97.610	92.095	5.515	5.8%	0.556	0.6%	60%	False	False	2,158

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.111
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	96.986
2.618	96.456
1.618	96.131
1.000	95.930
0.618	95.806
HIGH	95.605
0.618	95.481
0.500	95.443
0.382	95.404
LOW	95.280
0.618	95.079
1.000	94.955
1.618	94.754
2.618	94.429
4.250	93.899

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	95.443	95.628
PP	95.426	95.549
S1	95.409	95.471

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

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