ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 03-Oct-2016

Day Change Summary
	Previous	Current
	30-Sep-2016	03-Oct-2016	Change	Change %	Previous Week
Open	95.470	95.435	-0.035	0.0%	95.390
High	95.895	95.735	-0.160	-0.2%	95.895
Low	95.250	95.390	0.140	0.1%	95.020
Close	95.385	95.587	0.202	0.2%	95.385
Range	0.645	0.345	-0.300	-46.5%	0.875
ATR	0.563	0.548	-0.015	-2.7%	0.000
Volume	32,731	15,625	-17,106	-52.3%	88,974

Daily Pivots for day following 03-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.606	96.441	95.777
R3	96.261	96.096	95.682
R2	95.916	95.916	95.650
R1	95.751	95.751	95.619	95.833
PP	95.571	95.571	95.571	95.612
S1	95.406	95.406	95.555	95.489
S2	95.226	95.226	95.524
S3	94.881	95.061	95.492
S4	94.536	94.716	95.397

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.058	97.597	95.866
R3	97.183	96.722	95.626
R2	96.308	96.308	95.545
R1	95.847	95.847	95.465	95.640
PP	95.433	95.433	95.433	95.330
S1	94.972	94.972	95.305	94.765
S2	94.558	94.558	95.225
S3	93.683	94.097	95.144
S4	92.808	93.222	94.904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.895	95.145	0.750	0.8%	0.436	0.5%	59%	False	False	18,763
10	96.305	94.950	1.355	1.4%	0.492	0.5%	47%	False	False	19,051
20	96.305	94.385	1.920	2.0%	0.560	0.6%	63%	False	False	15,920
40	96.425	94.050	2.375	2.5%	0.557	0.6%	65%	False	False	8,502
60	97.610	94.050	3.560	3.7%	0.555	0.6%	43%	False	False	5,828
80	97.610	93.100	4.510	4.7%	0.607	0.6%	55%	False	False	4,494
100	97.610	93.100	4.510	4.7%	0.575	0.6%	55%	False	False	3,626
120	97.610	92.095	5.515	5.8%	0.556	0.6%	63%	False	False	3,028

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.124
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	97.201
2.618	96.638
1.618	96.293
1.000	96.080
0.618	95.948
HIGH	95.735
0.618	95.603
0.500	95.563
0.382	95.522
LOW	95.390
0.618	95.177
1.000	95.045
1.618	94.832
2.618	94.487
4.250	93.924

Fisher Pivots for day following 03-Oct-2016
Pivot	1 day	3 day
R1	95.579	95.581
PP	95.571	95.576
S1	95.563	95.570

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

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