ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	101.050	102.480	1.430	1.4%	101.555
High	102.345	103.565	1.220	1.2%	101.800
Low	100.750	102.160	1.410	1.4%	99.490
Close	101.770	103.053	1.283	1.3%	101.620
Range	1.595	1.405	-0.190	-11.9%	2.310
ATR	0.885	0.950	0.065	7.3%	0.000
Volume	66,530	57,742	-8,788	-13.2%	245,362

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	107.141	106.502	103.826
R3	105.736	105.097	103.439
R2	104.331	104.331	103.311
R1	103.692	103.692	103.182	104.012
PP	102.926	102.926	102.926	103.086
S1	102.287	102.287	102.924	102.607
S2	101.521	101.521	102.795
S3	100.116	100.882	102.667
S4	98.711	99.477	102.280

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	107.900	107.070	102.890
R3	105.590	104.760	102.255
R2	103.280	103.280	102.043
R1	102.450	102.450	101.832	102.865
PP	100.970	100.970	100.970	101.178
S1	100.140	100.140	101.408	100.555
S2	98.660	98.660	101.197
S3	96.350	97.830	100.985
S4	94.040	95.520	100.350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.565	100.750	2.815	2.7%	1.020	1.0%	82%	True	False	45,875
10	103.565	99.490	4.075	4.0%	1.034	1.0%	87%	True	False	48,580
20	103.565	99.490	4.075	4.0%	0.922	0.9%	87%	True	False	45,720
40	103.565	95.905	7.660	7.4%	0.818	0.8%	93%	True	False	38,087
60	103.565	94.950	8.615	8.4%	0.715	0.7%	94%	True	False	33,207
80	103.565	94.155	9.410	9.1%	0.691	0.7%	95%	True	False	27,207
100	103.565	94.050	9.515	9.2%	0.669	0.6%	95%	True	False	21,928
120	103.565	94.050	9.515	9.2%	0.648	0.6%	95%	True	False	18,344

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	0.254
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.536
2.618	107.243
1.618	105.838
1.000	104.970
0.618	104.433
HIGH	103.565
0.618	103.028
0.500	102.863
0.382	102.697
LOW	102.160
0.618	101.292
1.000	100.755
1.618	99.887
2.618	98.482
4.250	96.189

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	102.990	102.755
PP	102.926	102.456
S1	102.863	102.158

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

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