ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 19-Oct-2016

Day Change Summary
	Previous	Current
	18-Oct-2016	19-Oct-2016	Change	Change %	Previous Week
Open	97.780	97.910	0.130	0.1%	96.520
High	97.965	97.975	0.010	0.0%	98.120
Low	97.600	97.655	0.055	0.1%	96.485
Close	97.897	97.940	0.043	0.0%	97.997
Range	0.365	0.320	-0.045	-12.3%	1.635
ATR	0.557	0.540	-0.017	-3.0%	0.000
Volume	16,774	17,943	1,169	7.0%	132,124

Daily Pivots for day following 19-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.817	98.698	98.116
R3	98.497	98.378	98.028
R2	98.177	98.177	97.999
R1	98.058	98.058	97.969	98.118
PP	97.857	97.857	97.857	97.886
S1	97.738	97.738	97.911	97.798
S2	97.537	97.537	97.881
S3	97.217	97.418	97.852
S4	96.897	97.098	97.764

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	97.510	0.640	0.7%	0.445	0.5%	67%	False	False	20,907
10	98.150	96.115	2.035	2.1%	0.557	0.6%	90%	False	False	25,784
20	98.150	94.950	3.200	3.3%	0.507	0.5%	93%	False	False	23,447
40	98.150	94.155	3.995	4.1%	0.564	0.6%	95%	False	False	16,326
60	98.150	94.050	4.100	4.2%	0.570	0.6%	95%	False	False	11,155
80	98.150	94.050	4.100	4.2%	0.563	0.6%	95%	False	False	8,472
100	98.150	93.100	5.050	5.2%	0.601	0.6%	96%	False	False	6,849
120	98.150	92.985	5.165	5.3%	0.559	0.6%	96%	False	False	5,723

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.097
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	99.335
2.618	98.813
1.618	98.493
1.000	98.295
0.618	98.173
HIGH	97.975
0.618	97.853
0.500	97.815
0.382	97.777
LOW	97.655
0.618	97.457
1.000	97.335
1.618	97.137
2.618	96.817
4.250	96.295

Fisher Pivots for day following 19-Oct-2016
Pivot	1 day	3 day
R1	97.898	97.918
PP	97.857	97.897
S1	97.815	97.875

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

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