ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 01-Dec-2016

Day Change Summary
	Previous	Current
	30-Nov-2016	01-Dec-2016	Change	Change %	Previous Week
Open	100.980	101.560	0.580	0.6%	101.400
High	101.880	101.615	-0.265	-0.3%	101.970
Low	100.920	100.950	0.030	0.0%	100.710
Close	101.539	101.099	-0.440	-0.4%	101.546
Range	0.960	0.665	-0.295	-30.7%	1.260
ATR	0.783	0.775	-0.008	-1.1%	0.000
Volume	45,366	35,284	-10,082	-22.2%	150,493

Daily Pivots for day following 01-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.216	102.823	101.465
R3	102.551	102.158	101.282
R2	101.886	101.886	101.221
R1	101.493	101.493	101.160	101.357
PP	101.221	101.221	101.221	101.154
S1	100.828	100.828	101.038	100.692
S2	100.556	100.556	100.977
S3	99.891	100.163	100.916
S4	99.226	99.498	100.733

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	105.189	104.627	102.239
R3	103.929	103.367	101.893
R2	102.669	102.669	101.777
R1	102.107	102.107	101.662	102.388
PP	101.409	101.409	101.409	101.549
S1	100.847	100.847	101.431	101.128
S2	100.149	100.149	101.315
S3	98.889	99.587	101.200
S4	97.629	98.327	100.853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.970	100.675	1.295	1.3%	0.811	0.8%	33%	False	False	39,439
10	101.970	99.980	1.990	2.0%	0.810	0.8%	56%	False	False	42,861
20	101.970	95.905	6.065	6.0%	0.839	0.8%	86%	False	False	40,611
40	101.970	95.905	6.065	6.0%	0.699	0.7%	86%	False	False	32,389
60	101.970	94.385	7.585	7.5%	0.647	0.6%	89%	False	False	27,904
80	101.970	94.050	7.920	7.8%	0.633	0.6%	89%	False	False	21,261
100	101.970	94.050	7.920	7.8%	0.614	0.6%	89%	False	False	17,107
120	101.970	93.100	8.870	8.8%	0.637	0.6%	90%	False	False	14,338

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.164
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	104.441
2.618	103.356
1.618	102.691
1.000	102.280
0.618	102.026
HIGH	101.615
0.618	101.361
0.500	101.283
0.382	101.204
LOW	100.950
0.618	100.539
1.000	100.285
1.618	99.874
2.618	99.209
4.250	98.124

Fisher Pivots for day following 01-Dec-2016
Pivot	1 day	3 day
R1	101.283	101.400
PP	101.221	101.300
S1	101.160	101.199

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

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