ICE US Dollar Index Future December 2016

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

Day Change Summary
	Previous	Current
	02-Nov-2016	03-Nov-2016	Change	Change %	Previous Week
Open	97.770	97.440	-0.330	-0.3%	98.680
High	97.795	97.480	-0.315	-0.3%	99.090
Low	97.175	97.070	-0.105	-0.1%	98.225
Close	97.414	97.196	-0.218	-0.2%	98.342
Range	0.620	0.410	-0.210	-33.9%	0.865
ATR	0.556	0.546	-0.010	-1.9%	0.000
Volume	27,791	24,232	-3,559	-12.8%	106,288

Daily Pivots for day following 03-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	98.479	98.247	97.422
R3	98.069	97.837	97.309
R2	97.659	97.659	97.271
R1	97.427	97.427	97.234	97.338
PP	97.249	97.249	97.249	97.204
S1	97.017	97.017	97.158	96.928
S2	96.839	96.839	97.121
S3	96.429	96.607	97.083
S4	96.019	96.197	96.971

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.147	100.610	98.818
R3	100.282	99.745	98.580
R2	99.417	99.417	98.501
R1	98.880	98.880	98.421	98.716
PP	98.552	98.552	98.552	98.471
S1	98.015	98.015	98.263	97.851
S2	97.687	97.687	98.183
S3	96.822	97.150	98.104
S4	95.957	96.285	97.866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.920	97.070	1.850	1.9%	0.593	0.6%	7%	False	True	22,991
10	99.090	97.070	2.020	2.1%	0.527	0.5%	6%	False	True	21,733
20	99.090	96.405	2.685	2.8%	0.546	0.6%	29%	False	False	24,071
40	99.090	94.760	4.330	4.5%	0.545	0.6%	56%	False	False	22,047
60	99.090	94.050	5.040	5.2%	0.560	0.6%	62%	False	False	15,207
80	99.090	94.050	5.040	5.2%	0.556	0.6%	62%	False	False	11,530
100	99.090	93.100	5.990	6.2%	0.594	0.6%	68%	False	False	9,324
120	99.090	93.100	5.990	6.2%	0.577	0.6%	68%	False	False	7,799

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.069
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.223
2.618	98.553
1.618	98.143
1.000	97.890
0.618	97.733
HIGH	97.480
0.618	97.323
0.500	97.275
0.382	97.227
LOW	97.070
0.618	96.817
1.000	96.660
1.618	96.407
2.618	95.997
4.250	95.328

Fisher Pivots for day following 03-Nov-2016
Pivot	1 day	3 day
R1	97.275	97.765
PP	97.249	97.575
S1	97.222	97.386

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

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