ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 21-Dec-2016

Day Change Summary
	Previous	Current
	20-Dec-2016	21-Dec-2016	Change	Change %	Previous Week
Open	103.090	103.285	0.195	0.2%	101.580
High	103.625	103.375	-0.250	-0.2%	103.535
Low	102.975	102.750	-0.225	-0.2%	100.635
Close	103.288	103.029	-0.259	-0.3%	102.924
Range	0.650	0.625	-0.025	-3.8%	2.900
ATR	0.888	0.869	-0.019	-2.1%	0.000
Volume	29,634	21,098	-8,536	-28.8%	194,459

Daily Pivots for day following 21-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	104.926	104.603	103.373
R3	104.301	103.978	103.201
R2	103.676	103.676	103.144
R1	103.353	103.353	103.086	103.202
PP	103.051	103.051	103.051	102.976
S1	102.728	102.728	102.972	102.577
S2	102.426	102.426	102.914
S3	101.801	102.103	102.857
S4	101.176	101.478	102.685

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	102.100	1.525	1.5%	0.806	0.8%	61%	False	False	41,538
10	103.625	99.250	4.375	4.2%	0.967	0.9%	86%	False	False	28,908
20	103.625	99.250	4.375	4.2%	0.884	0.9%	86%	False	False	16,925
40	103.625	95.820	7.805	7.6%	0.826	0.8%	92%	False	False	9,088
60	103.625	95.210	8.415	8.2%	0.715	0.7%	93%	False	False	6,179
80	103.625	94.365	9.260	9.0%	0.665	0.6%	94%	False	False	4,675

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.251
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	106.031
2.618	105.011
1.618	104.386
1.000	104.000
0.618	103.761
HIGH	103.375
0.618	103.136
0.500	103.063
0.382	102.989
LOW	102.750
0.618	102.364
1.000	102.125
1.618	101.739
2.618	101.114
4.250	100.094

Fisher Pivots for day following 21-Dec-2016
Pivot	1 day	3 day
R1	103.063	103.063
PP	103.051	103.051
S1	103.040	103.040

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

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