ICE US Dollar Index Future March 2017

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	103.140	102.820	-0.320	-0.3%	101.580
High	103.210	103.155	-0.055	-0.1%	103.535
Low	102.545	102.500	-0.045	0.0%	100.635
Close	102.924	103.100	0.176	0.2%	102.924
Range	0.665	0.655	-0.010	-1.5%	2.900
ATR	0.926	0.906	-0.019	-2.1%	0.000
Volume	49,177	24,735	-24,442	-49.7%	194,459

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.883	104.647	103.460
R3	104.228	103.992	103.280
R2	103.573	103.573	103.220
R1	103.337	103.337	103.160	103.455
PP	102.918	102.918	102.918	102.978
S1	102.682	102.682	103.040	102.800
S2	102.263	102.263	102.980
S3	101.608	102.027	102.920
S4	100.953	101.372	102.740

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	111.065	109.894	104.519
R3	108.165	106.994	103.722
R2	105.265	105.265	103.456
R1	104.094	104.094	103.190	104.680
PP	102.365	102.365	102.365	102.657
S1	101.194	101.194	102.658	101.780
S2	99.465	99.465	102.392
S3	96.565	98.294	102.127
S4	93.665	95.394	101.329

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%	0.967	0.9%	85%	False	False	41,369
10	103.535	99.250	4.285	4.2%	0.943	0.9%	90%	False	False	24,776
20	103.535	99.250	4.285	4.2%	0.901	0.9%	90%	False	False	14,527
40	103.535	95.820	7.715	7.5%	0.818	0.8%	94%	False	False	7,849
60	103.535	95.065	8.470	8.2%	0.707	0.7%	95%	False	False	5,339
80	103.535	94.365	9.170	8.9%	0.658	0.6%	95%	False	False	4,044

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	0.256
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	105.939
2.618	104.870
1.618	104.215
1.000	103.810
0.618	103.560
HIGH	103.155
0.618	102.905
0.500	102.828
0.382	102.750
LOW	102.500
0.618	102.095
1.000	101.845
1.618	101.440
2.618	100.785
4.250	99.716

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	103.009	103.006
PP	102.918	102.912
S1	102.828	102.818

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

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