ICE US Dollar Index Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Dec-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Dec-2016 | 23-Dec-2016 | Change | Change % | Previous Week |  
                        | Open | 102.970 | 103.095 | 0.125 | 0.1% | 102.820 |  
                        | High | 103.150 | 103.205 | 0.055 | 0.1% | 103.625 |  
                        | Low | 102.590 | 102.860 | 0.270 | 0.3% | 102.500 |  
                        | Close | 103.096 | 103.002 | -0.094 | -0.1% | 103.002 |  
                        | Range | 0.560 | 0.345 | -0.215 | -38.4% | 1.125 |  
                        | ATR | 0.847 | 0.811 | -0.036 | -4.2% | 0.000 |  
                        | Volume | 22,637 | 11,978 | -10,659 | -47.1% | 110,082 |  | 
    
| 
        
            | Daily Pivots for day following 23-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 104.057 | 103.875 | 103.192 |  |  
                | R3 | 103.712 | 103.530 | 103.097 |  |  
                | R2 | 103.367 | 103.367 | 103.065 |  |  
                | R1 | 103.185 | 103.185 | 103.034 | 103.104 |  
                | PP | 103.022 | 103.022 | 103.022 | 102.982 |  
                | S1 | 102.840 | 102.840 | 102.970 | 102.759 |  
                | S2 | 102.677 | 102.677 | 102.939 |  |  
                | S3 | 102.332 | 102.495 | 102.907 |  |  
                | S4 | 101.987 | 102.150 | 102.812 |  |  | 
        
            | Weekly Pivots for week ending 23-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 106.417 | 105.835 | 103.621 |  |  
                | R3 | 105.292 | 104.710 | 103.311 |  |  
                | R2 | 104.167 | 104.167 | 103.208 |  |  
                | R1 | 103.585 | 103.585 | 103.105 | 103.876 |  
                | PP | 103.042 | 103.042 | 103.042 | 103.188 |  
                | S1 | 102.460 | 102.460 | 102.899 | 102.751 |  
                | S2 | 101.917 | 101.917 | 102.796 |  |  
                | S3 | 100.792 | 101.335 | 102.693 |  |  
                | S4 | 99.667 | 100.210 | 102.383 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 103.625 | 102.500 | 1.125 | 1.1% | 0.567 | 0.6% | 45% | False | False | 22,016 |  
                | 10 | 103.625 | 100.635 | 2.990 | 2.9% | 0.797 | 0.8% | 79% | False | False | 30,454 |  
                | 20 | 103.625 | 99.250 | 4.375 | 4.2% | 0.866 | 0.8% | 86% | False | False | 18,530 |  
                | 40 | 103.625 | 95.820 | 7.805 | 7.6% | 0.819 | 0.8% | 92% | False | False | 9,935 |  
                | 60 | 103.625 | 95.260 | 8.365 | 8.1% | 0.715 | 0.7% | 93% | False | False | 6,749 |  
                | 80 | 103.625 | 94.365 | 9.260 | 9.0% | 0.662 | 0.6% | 93% | False | False | 5,106 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 104.671 |  
            | 2.618 | 104.108 |  
            | 1.618 | 103.763 |  
            | 1.000 | 103.550 |  
            | 0.618 | 103.418 |  
            | HIGH | 103.205 |  
            | 0.618 | 103.073 |  
            | 0.500 | 103.033 |  
            | 0.382 | 102.992 |  
            | LOW | 102.860 |  
            | 0.618 | 102.647 |  
            | 1.000 | 102.515 |  
            | 1.618 | 102.302 |  
            | 2.618 | 101.957 |  
            | 4.250 | 101.394 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Dec-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 103.033 | 102.996 |  
                                | PP | 103.022 | 102.989 |  
                                | S1 | 103.012 | 102.983 |  |