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 |  | 
    
        
        |  | 
    
        | 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 |  |