ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	95.250	95.390	0.140	0.1%	96.015
High	95.580	95.660	0.080	0.1%	96.305
Low	95.145	95.285	0.140	0.1%	94.950
Close	95.312	95.336	0.024	0.0%	95.392
Range	0.435	0.375	-0.060	-13.8%	1.355
ATR	0.586	0.571	-0.015	-2.6%	0.000
Volume	13,878	14,830	952	6.9%	99,173

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.552	96.319	95.542
R3	96.177	95.944	95.439
R2	95.802	95.802	95.405
R1	95.569	95.569	95.370	95.498
PP	95.427	95.427	95.427	95.392
S1	95.194	95.194	95.302	95.123
S2	95.052	95.052	95.267
S3	94.677	94.819	95.233
S4	94.302	94.444	95.130

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	95.660	94.950	0.710	0.7%	0.420	0.4%	54%	True	False	16,004
10	96.305	94.950	1.355	1.4%	0.540	0.6%	28%	False	False	19,839
20	96.305	94.385	1.920	2.0%	0.578	0.6%	50%	False	False	12,946
40	96.450	94.050	2.400	2.5%	0.569	0.6%	54%	False	False	6,922
60	97.610	94.050	3.560	3.7%	0.562	0.6%	36%	False	False	4,765
80	97.610	93.100	4.510	4.7%	0.610	0.6%	50%	False	False	3,686
100	97.610	93.100	4.510	4.7%	0.574	0.6%	50%	False	False	2,976
120	97.610	92.095	5.515	5.8%	0.553	0.6%	59%	False	False	2,487

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.111
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.254
2.618	96.642
1.618	96.267
1.000	96.035
0.618	95.892
HIGH	95.660
0.618	95.517
0.500	95.473
0.382	95.428
LOW	95.285
0.618	95.053
1.000	94.910
1.618	94.678
2.618	94.303
4.250	93.691

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	95.473	95.340
PP	95.427	95.339
S1	95.382	95.337

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

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