ICE US Dollar Index Future December 2016

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

Day Change Summary
	Previous	Current
	14-Oct-2016	17-Oct-2016	Change	Change %	Previous Week
Open	97.630	98.120	0.490	0.5%	96.520
High	98.100	98.150	0.050	0.1%	98.120
Low	97.520	97.800	0.280	0.3%	96.485
Close	97.997	97.878	-0.119	-0.1%	97.997
Range	0.580	0.350	-0.230	-39.7%	1.635
ATR	0.589	0.572	-0.017	-2.9%	0.000
Volume	26,259	15,355	-10,904	-41.5%	132,124

Daily Pivots for day following 17-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.993	98.785	98.071
R3	98.643	98.435	97.974
R2	98.293	98.293	97.942
R1	98.085	98.085	97.910	98.014
PP	97.943	97.943	97.943	97.907
S1	97.735	97.735	97.846	97.664
S2	97.593	97.593	97.814
S3	97.243	97.385	97.782
S4	96.893	97.035	97.686

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	102.439	101.853	98.896
R3	100.804	100.218	98.447
R2	99.169	99.169	98.297
R1	98.583	98.583	98.147	98.876
PP	97.534	97.534	97.534	97.681
S1	96.948	96.948	97.847	97.241
S2	95.899	95.899	97.697
S3	94.264	95.313	97.547
S4	92.629	93.678	97.098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.150	96.930	1.220	1.2%	0.586	0.6%	78%	True	False	26,223
10	98.150	95.660	2.490	2.5%	0.599	0.6%	89%	True	False	28,909
20	98.150	94.950	3.200	3.3%	0.545	0.6%	92%	True	False	23,980
40	98.150	94.155	3.995	4.1%	0.568	0.6%	93%	True	False	15,502
60	98.150	94.050	4.100	4.2%	0.570	0.6%	93%	True	False	10,585
80	98.150	94.050	4.100	4.2%	0.573	0.6%	93%	True	False	8,051
100	98.150	93.100	5.050	5.2%	0.602	0.6%	95%	True	False	6,503
120	98.150	92.095	6.055	6.2%	0.563	0.6%	96%	True	False	5,435

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	True
Stretch	0.087
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	99.638
2.618	99.066
1.618	98.716
1.000	98.500
0.618	98.366
HIGH	98.150
0.618	98.016
0.500	97.975
0.382	97.934
LOW	97.800
0.618	97.584
1.000	97.450
1.618	97.234
2.618	96.884
4.250	96.313

Fisher Pivots for day following 17-Oct-2016
Pivot	1 day	3 day
R1	97.975	97.862
PP	97.943	97.846
S1	97.910	97.830

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

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