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 |  | 
    
        
        |  | 
    
        | 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 |  |