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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

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

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

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