ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	103.095	103.055	-0.040	0.0%	102.820
High	103.205	103.140	-0.065	-0.1%	103.625
Low	102.860	102.970	0.110	0.1%	102.500
Close	103.002	103.007	0.005	0.0%	103.002
Range	0.345	0.170	-0.175	-50.7%	1.125
ATR	0.811	0.766	-0.046	-5.6%	0.000
Volume	11,978	8,157	-3,821	-31.9%	110,082

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.549	103.448	103.101
R3	103.379	103.278	103.054
R2	103.209	103.209	103.038
R1	103.108	103.108	103.023	103.074
PP	103.039	103.039	103.039	103.022
S1	102.938	102.938	102.991	102.904
S2	102.869	102.869	102.976
S3	102.699	102.768	102.960
S4	102.529	102.598	102.914

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	102.590	1.035	1.0%	0.470	0.5%	40%	False	False	18,700
10	103.625	100.635	2.990	2.9%	0.719	0.7%	79%	False	False	30,034
20	103.625	99.250	4.375	4.2%	0.827	0.8%	86%	False	False	18,730
40	103.625	95.820	7.805	7.6%	0.814	0.8%	92%	False	False	10,130
60	103.625	95.600	8.025	7.8%	0.712	0.7%	92%	False	False	6,883
80	103.625	94.365	9.260	9.0%	0.661	0.6%	93%	False	False	5,208

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.183
Narrowest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	103.863
2.618	103.585
1.618	103.415
1.000	103.310
0.618	103.245
HIGH	103.140
0.618	103.075
0.500	103.055
0.382	103.035
LOW	102.970
0.618	102.865
1.000	102.800
1.618	102.695
2.618	102.525
4.250	102.248

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	103.055	102.971
PP	103.039	102.934
S1	103.023	102.898

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

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