ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	95.665	96.080	0.415	0.4%	95.390
High	96.390	96.310	-0.080	-0.1%	95.895
Low	95.660	95.940	0.280	0.3%	95.020
Close	96.125	96.114	-0.011	0.0%	95.385
Range	0.730	0.370	-0.360	-49.3%	0.875
ATR	0.566	0.552	-0.014	-2.5%	0.000
Volume	42,193	23,774	-18,419	-43.7%	88,974

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	97.231	97.043	96.318
R3	96.861	96.673	96.216
R2	96.491	96.491	96.182
R1	96.303	96.303	96.148	96.397
PP	96.121	96.121	96.121	96.169
S1	95.933	95.933	96.080	96.027
S2	95.751	95.751	96.046
S3	95.381	95.563	96.012
S4	95.011	95.193	95.911

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	96.390	95.245	1.145	1.2%	0.494	0.5%	76%	False	False	26,215
10	96.390	94.950	1.440	1.5%	0.457	0.5%	81%	False	False	21,109
20	96.390	94.385	2.005	2.1%	0.544	0.6%	86%	False	False	18,935
40	96.390	94.050	2.340	2.4%	0.566	0.6%	88%	False	False	10,134
60	97.610	94.050	3.560	3.7%	0.556	0.6%	58%	False	False	6,919
80	97.610	93.100	4.510	4.7%	0.606	0.6%	67%	False	False	5,313
100	97.610	93.100	4.510	4.7%	0.581	0.6%	67%	False	False	4,285
120	97.610	92.095	5.515	5.7%	0.557	0.6%	73%	False	False	3,577

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.081
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.883
2.618	97.279
1.618	96.909
1.000	96.680
0.618	96.539
HIGH	96.310
0.618	96.169
0.500	96.125
0.382	96.081
LOW	95.940
0.618	95.711
1.000	95.570
1.618	95.341
2.618	94.971
4.250	94.368

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	96.125	96.039
PP	96.121	95.965
S1	96.118	95.890

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

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