ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 28-Dec-2016

Day Change Summary
	Previous	Current
	27-Dec-2016	28-Dec-2016	Change	Change %	Previous Week
Open	103.055	102.980	-0.075	-0.1%	102.820
High	103.140	103.575	0.435	0.4%	103.625
Low	102.970	102.860	-0.110	-0.1%	102.500
Close	103.007	103.244	0.237	0.2%	103.002
Range	0.170	0.715	0.545	320.6%	1.125
ATR	0.766	0.762	-0.004	-0.5%	0.000
Volume	8,157	19,852	11,695	143.4%	110,082

Daily Pivots for day following 28-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	105.371	105.023	103.637
R3	104.656	104.308	103.441
R2	103.941	103.941	103.375
R1	103.593	103.593	103.310	103.767
PP	103.226	103.226	103.226	103.314
S1	102.878	102.878	103.178	103.052
S2	102.511	102.511	103.113
S3	101.796	102.163	103.047
S4	101.081	101.448	102.851

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	103.575	102.590	0.985	1.0%	0.483	0.5%	66%	True	False	16,744
10	103.625	100.635	2.990	2.9%	0.749	0.7%	87%	False	False	30,175
20	103.625	99.250	4.375	4.2%	0.826	0.8%	91%	False	False	19,609
40	103.625	95.820	7.805	7.6%	0.811	0.8%	95%	False	False	10,592
60	103.625	95.820	7.805	7.6%	0.712	0.7%	95%	False	False	7,208
80	103.625	94.365	9.260	9.0%	0.658	0.6%	96%	False	False	5,455

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.175
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	106.614
2.618	105.447
1.618	104.732
1.000	104.290
0.618	104.017
HIGH	103.575
0.618	103.302
0.500	103.218
0.382	103.133
LOW	102.860
0.618	102.418
1.000	102.145
1.618	101.703
2.618	100.988
4.250	99.821

Fisher Pivots for day following 28-Dec-2016
Pivot	1 day	3 day
R1	103.235	103.235
PP	103.226	103.226
S1	103.218	103.218

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

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