ICE US Dollar Index Future March 2017
            
            
                
    
    
        | 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 | 100.950 | 102.445 | 1.495 | 1.5% | 101.100 |  
                        | High | 102.305 | 103.535 | 1.230 | 1.2% | 101.710 |  
                        | Low | 100.635 | 102.100 | 1.465 | 1.5% | 99.250 |  
                        | Close | 101.728 | 103.018 | 1.290 | 1.3% | 101.505 |  
                        | Range | 1.670 | 1.435 | -0.235 | -14.1% | 2.460 |  
                        | ATR | 0.880 | 0.946 | 0.066 | 7.5% | 0.000 |  
                        | Volume | 31,440 | 83,048 | 51,608 | 164.1% | 50,811 |  | 
    
| 
        
            | Daily Pivots for day following 15-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 107.189 | 106.539 | 103.807 |  |  
                | R3 | 105.754 | 105.104 | 103.413 |  |  
                | R2 | 104.319 | 104.319 | 103.281 |  |  
                | R1 | 103.669 | 103.669 | 103.150 | 103.994 |  
                | PP | 102.884 | 102.884 | 102.884 | 103.047 |  
                | S1 | 102.234 | 102.234 | 102.886 | 102.559 |  
                | S2 | 101.449 | 101.449 | 102.755 |  |  
                | S3 | 100.014 | 100.799 | 102.623 |  |  
                | S4 | 98.579 | 99.364 | 102.229 |  |  | 
        
            | Weekly Pivots for week ending 09-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 108.202 | 107.313 | 102.858 |  |  
                | R3 | 105.742 | 104.853 | 102.182 |  |  
                | R2 | 103.282 | 103.282 | 101.956 |  |  
                | R1 | 102.393 | 102.393 | 101.731 | 102.838 |  
                | PP | 100.822 | 100.822 | 100.822 | 101.044 |  
                | S1 | 99.933 | 99.933 | 101.280 | 100.378 |  
                | S2 | 98.362 | 98.362 | 101.054 |  |  
                | S3 | 95.902 | 97.473 | 100.829 |  |  
                | S4 | 93.442 | 95.013 | 100.152 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 103.535 | 100.635 | 2.900 | 2.8% | 1.033 | 1.0% | 82% | True | False | 30,022 |  
                | 10 | 103.535 | 99.250 | 4.285 | 4.2% | 1.053 | 1.0% | 88% | True | False | 19,932 |  
                | 20 | 103.535 | 99.250 | 4.285 | 4.2% | 0.902 | 0.9% | 88% | True | False | 10,987 |  
                | 40 | 103.535 | 95.820 | 7.715 | 7.5% | 0.803 | 0.8% | 93% | True | False | 6,019 |  
                | 60 | 103.535 | 94.945 | 8.590 | 8.3% | 0.695 | 0.7% | 94% | True | False | 4,112 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 109.634 |  
            | 2.618 | 107.292 |  
            | 1.618 | 105.857 |  
            | 1.000 | 104.970 |  
            | 0.618 | 104.422 |  
            | HIGH | 103.535 |  
            | 0.618 | 102.987 |  
            | 0.500 | 102.818 |  
            | 0.382 | 102.648 |  
            | LOW | 102.100 |  
            | 0.618 | 101.213 |  
            | 1.000 | 100.665 |  
            | 1.618 | 99.778 |  
            | 2.618 | 98.343 |  
            | 4.250 | 96.001 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Dec-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 102.951 | 102.707 |  
                                | PP | 102.884 | 102.396 |  
                                | S1 | 102.818 | 102.085 |  |