ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	98.300	98.680	0.380	0.4%	98.120
High	98.795	98.825	0.030	0.0%	98.795
Low	98.300	98.540	0.240	0.2%	97.600
Close	98.686	98.752	0.066	0.1%	98.686
Range	0.495	0.285	-0.210	-42.4%	1.195
ATR	0.551	0.532	-0.019	-3.4%	0.000
Volume	20,054	15,328	-4,726	-23.6%	102,506

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.561	99.441	98.909
R3	99.276	99.156	98.830
R2	98.991	98.991	98.804
R1	98.871	98.871	98.778	98.931
PP	98.706	98.706	98.706	98.736
S1	98.586	98.586	98.726	98.646
S2	98.421	98.421	98.700
S3	98.136	98.301	98.674
S4	97.851	98.016	98.595

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.945	101.511	99.343
R3	100.750	100.316	99.015
R2	99.555	99.555	98.905
R1	99.121	99.121	98.796	99.338
PP	98.360	98.360	98.360	98.469
S1	97.926	97.926	98.576	98.143
S2	97.165	97.165	98.467
S3	95.970	96.731	98.357
S4	94.775	95.536	98.029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.825	97.600	1.225	1.2%	0.442	0.4%	94%	True	False	20,495
10	98.825	96.930	1.895	1.9%	0.514	0.5%	96%	True	False	23,359
20	98.825	95.145	3.680	3.7%	0.519	0.5%	98%	True	False	24,269
40	98.825	94.385	4.440	4.5%	0.553	0.6%	98%	True	False	17,949
60	98.825	94.050	4.775	4.8%	0.556	0.6%	98%	True	False	12,241
80	98.825	94.050	4.775	4.8%	0.555	0.6%	98%	True	False	9,291
100	98.825	93.100	5.725	5.8%	0.590	0.6%	99%	True	False	7,522
120	98.825	93.100	5.725	5.8%	0.562	0.6%	99%	True	False	6,286

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	False
Stretch	0.092
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	100.036
2.618	99.571
1.618	99.286
1.000	99.110
0.618	99.001
HIGH	98.825
0.618	98.716
0.500	98.683
0.382	98.649
LOW	98.540
0.618	98.364
1.000	98.255
1.618	98.079
2.618	97.794
4.250	97.329

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	98.729	98.581
PP	98.706	98.411
S1	98.683	98.240

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

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