ICE US Dollar Index Future December 2016

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	103.130	102.815	-0.315	-0.3%	101.645
High	103.270	103.110	-0.160	-0.2%	103.565
Low	102.620	102.545	-0.075	-0.1%	100.750
Close	102.954	102.900	-0.054	-0.1%	102.954
Range	0.650	0.565	-0.085	-13.1%	2.815
ATR	0.929	0.903	-0.026	-2.8%	0.000
Volume	13,416	1,218	-12,198	-90.9%	212,672

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.547	104.288	103.211
R3	103.982	103.723	103.055
R2	103.417	103.417	103.004
R1	103.158	103.158	102.952	103.288
PP	102.852	102.852	102.852	102.916
S1	102.593	102.593	102.848	102.723
S2	102.287	102.287	102.796
S3	101.722	102.028	102.745
S4	101.157	101.463	102.589

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%	0.925	0.9%	76%	False	False	35,138
10	103.565	99.490	4.075	4.0%	0.915	0.9%	84%	False	False	37,879
20	103.565	99.490	4.075	4.0%	0.898	0.9%	84%	False	False	40,823
40	103.565	95.905	7.660	7.4%	0.818	0.8%	91%	False	False	37,142
60	103.565	95.020	8.545	8.3%	0.720	0.7%	92%	False	False	32,776
80	103.565	94.155	9.410	9.1%	0.699	0.7%	93%	False	False	27,376
100	103.565	94.050	9.515	9.2%	0.670	0.7%	93%	False	False	22,062
120	103.565	94.050	9.515	9.2%	0.645	0.6%	93%	False	False	18,451

Crabel Price Patterns
NR	True
NR4	True
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	0.248
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	105.511
2.618	104.589
1.618	104.024
1.000	103.675
0.618	103.459
HIGH	103.110
0.618	102.894
0.500	102.828
0.382	102.761
LOW	102.545
0.618	102.196
1.000	101.980
1.618	101.631
2.618	101.066
4.250	100.144

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	102.876	102.888
PP	102.852	102.875
S1	102.828	102.863

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

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