ICE US Dollar Index Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Dec-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Dec-2016 | 20-Dec-2016 | Change | Change % | Previous Week |  
                        | Open | 102.820 | 103.090 | 0.270 | 0.3% | 101.580 |  
                        | High | 103.155 | 103.625 | 0.470 | 0.5% | 103.535 |  
                        | Low | 102.500 | 102.975 | 0.475 | 0.5% | 100.635 |  
                        | Close | 103.100 | 103.288 | 0.188 | 0.2% | 102.924 |  
                        | Range | 0.655 | 0.650 | -0.005 | -0.8% | 2.900 |  
                        | ATR | 0.906 | 0.888 | -0.018 | -2.0% | 0.000 |  
                        | Volume | 24,735 | 29,634 | 4,899 | 19.8% | 194,459 |  | 
    
| 
        
            | Daily Pivots for day following 20-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 105.246 | 104.917 | 103.646 |  |  
                | R3 | 104.596 | 104.267 | 103.467 |  |  
                | R2 | 103.946 | 103.946 | 103.407 |  |  
                | R1 | 103.617 | 103.617 | 103.348 | 103.782 |  
                | PP | 103.296 | 103.296 | 103.296 | 103.378 |  
                | S1 | 102.967 | 102.967 | 103.228 | 103.132 |  
                | S2 | 102.646 | 102.646 | 103.169 |  |  
                | S3 | 101.996 | 102.317 | 103.109 |  |  
                | S4 | 101.346 | 101.667 | 102.931 |  |  | 
        
            | 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 | 103.625 | 100.635 | 2.990 | 2.9% | 1.015 | 1.0% | 89% | True | False | 43,606 |  
                | 10 | 103.625 | 99.250 | 4.375 | 4.2% | 0.948 | 0.9% | 92% | True | False | 27,378 |  
                | 20 | 103.625 | 99.250 | 4.375 | 4.2% | 0.901 | 0.9% | 92% | True | False | 15,946 |  
                | 40 | 103.625 | 95.820 | 7.805 | 7.6% | 0.823 | 0.8% | 96% | True | False | 8,574 |  
                | 60 | 103.625 | 95.210 | 8.415 | 8.1% | 0.710 | 0.7% | 96% | True | False | 5,829 |  
                | 80 | 103.625 | 94.365 | 9.260 | 9.0% | 0.661 | 0.6% | 96% | True | False | 4,414 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 106.388 |  
            | 2.618 | 105.327 |  
            | 1.618 | 104.677 |  
            | 1.000 | 104.275 |  
            | 0.618 | 104.027 |  
            | HIGH | 103.625 |  
            | 0.618 | 103.377 |  
            | 0.500 | 103.300 |  
            | 0.382 | 103.223 |  
            | LOW | 102.975 |  
            | 0.618 | 102.573 |  
            | 1.000 | 102.325 |  
            | 1.618 | 101.923 |  
            | 2.618 | 101.273 |  
            | 4.250 | 100.213 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Dec-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 103.300 | 103.213 |  
                                | PP | 103.296 | 103.138 |  
                                | S1 | 103.292 | 103.063 |  |