ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	95.250	95.235	-0.015	0.0%	95.810
High	95.350	95.485	0.135	0.1%	96.215
Low	94.945	95.065	0.120	0.1%	94.885
Close	95.140	95.232	0.092	0.1%	95.317
Range	0.405	0.420	0.015	3.7%	1.330
ATR	0.531	0.523	-0.008	-1.5%	0.000
Volume	98	211	113	115.3%	1,419

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	96.521	96.296	95.463
R3	96.101	95.876	95.348
R2	95.681	95.681	95.309
R1	95.456	95.456	95.271	95.359
PP	95.261	95.261	95.261	95.212
S1	95.036	95.036	95.194	94.939
S2	94.841	94.841	95.155
S3	94.421	94.616	95.117
S4	94.001	94.196	95.001

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	99.462	98.720	96.049
R3	98.132	97.390	95.683
R2	96.802	96.802	95.561
R1	96.060	96.060	95.439	95.766
PP	95.472	95.472	95.472	95.326
S1	94.730	94.730	95.195	94.436
S2	94.142	94.142	95.073
S3	92.812	93.400	94.951
S4	91.482	92.070	94.586

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.215	94.885	1.330	1.4%	0.489	0.5%	26%	False	False	250
10	96.215	94.885	1.330	1.4%	0.505	0.5%	26%	False	False	247
20	96.215	94.365	1.850	1.9%	0.514	0.5%	47%	False	False	168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.139
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.270
2.618	96.585
1.618	96.165
1.000	95.905
0.618	95.745
HIGH	95.485
0.618	95.325
0.500	95.275
0.382	95.225
LOW	95.065
0.618	94.805
1.000	94.645
1.618	94.385
2.618	93.965
4.250	93.280

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	95.275	95.229
PP	95.261	95.226
S1	95.246	95.223

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

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