ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 16-Dec-2016

Day Change Summary
	Previous	Current
	15-Dec-2016	16-Dec-2016	Change	Change %	Previous Week
Open	102.480	103.130	0.650	0.6%	101.645
High	103.565	103.270	-0.295	-0.3%	103.565
Low	102.160	102.620	0.460	0.5%	100.750
Close	103.053	102.954	-0.099	-0.1%	102.954
Range	1.405	0.650	-0.755	-53.7%	2.815
ATR	0.950	0.929	-0.021	-2.3%	0.000
Volume	57,742	13,416	-44,326	-76.8%	212,672

Daily Pivots for day following 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.898	104.576	103.312
R3	104.248	103.926	103.133
R2	103.598	103.598	103.073
R1	103.276	103.276	103.014	103.112
PP	102.948	102.948	102.948	102.866
S1	102.626	102.626	102.894	102.462
S2	102.298	102.298	102.835
S3	101.648	101.976	102.775
S4	100.998	101.326	102.597

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	110.868	109.726	104.502
R3	108.053	106.911	103.728
R2	105.238	105.238	103.470
R1	104.096	104.096	103.212	104.667
PP	102.423	102.423	102.423	102.709
S1	101.281	101.281	102.696	101.852
S2	99.608	99.608	102.438
S3	96.793	98.466	102.180
S4	93.978	95.651	101.406

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%	1.004	1.0%	78%	False	False	42,534
10	103.565	99.490	4.075	4.0%	1.052	1.0%	85%	False	False	45,803
20	103.565	99.490	4.075	4.0%	0.903	0.9%	85%	False	False	43,627
40	103.565	95.905	7.660	7.4%	0.816	0.8%	92%	False	False	37,613
60	103.565	95.020	8.545	8.3%	0.716	0.7%	93%	False	False	33,026
80	103.565	94.155	9.410	9.1%	0.695	0.7%	94%	False	False	27,366
100	103.565	94.050	9.515	9.2%	0.669	0.6%	94%	False	False	22,058
120	103.565	94.050	9.515	9.2%	0.648	0.6%	94%	False	False	18,445

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.245
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.033
2.618	104.972
1.618	104.322
1.000	103.920
0.618	103.672
HIGH	103.270
0.618	103.022
0.500	102.945
0.382	102.868
LOW	102.620
0.618	102.218
1.000	101.970
1.618	101.568
2.618	100.918
4.250	99.858

Fisher Pivots for day following 16-Dec-2016
Pivot	1 day	3 day
R1	102.951	102.689
PP	102.948	102.423
S1	102.945	102.158

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

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