ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 03-Jan-2017

Day Change Summary
	Previous	Current
	30-Dec-2016	03-Jan-2017	Change	Change %	Previous Week
Open	102.240	102.815	0.575	0.6%	103.055
High	102.630	103.815	1.185	1.2%	103.575
Low	101.950	102.625	0.675	0.7%	101.950
Close	102.286	103.201	0.915	0.9%	102.286
Range	0.680	1.190	0.510	75.0%	1.625
ATR	0.751	0.806	0.056	7.4%	0.000
Volume	38,079	51,701	13,622	35.8%	98,027

Daily Pivots for day following 03-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	106.784	106.182	103.856
R3	105.594	104.992	103.528
R2	104.404	104.404	103.419
R1	103.802	103.802	103.310	104.103
PP	103.214	103.214	103.214	103.364
S1	102.612	102.612	103.092	102.913
S2	102.024	102.024	102.983
S3	100.834	101.422	102.874
S4	99.644	100.232	102.547

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	107.479	106.507	103.180
R3	105.854	104.882	102.733
R2	104.229	104.229	102.584
R1	103.257	103.257	102.435	102.931
PP	102.604	102.604	102.604	102.440
S1	101.632	101.632	102.137	101.306
S2	100.979	100.979	101.988
S3	99.354	100.007	101.839
S4	97.729	98.382	101.392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.815	101.950	1.865	1.8%	0.663	0.6%	67%	True	False	29,945
10	103.815	101.950	1.865	1.8%	0.615	0.6%	67%	True	False	25,981
20	103.815	99.250	4.565	4.4%	0.845	0.8%	87%	True	False	25,254
40	103.815	95.820	7.995	7.7%	0.837	0.8%	92%	True	False	13,581
60	103.815	95.820	7.995	7.7%	0.723	0.7%	92%	True	False	9,216
80	103.815	94.825	8.990	8.7%	0.668	0.6%	93%	True	False	6,973

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.152
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	108.873
2.618	106.930
1.618	105.740
1.000	105.005
0.618	104.550
HIGH	103.815
0.618	103.360
0.500	103.220
0.382	103.080
LOW	102.625
0.618	101.890
1.000	101.435
1.618	100.700
2.618	99.510
4.250	97.568

Fisher Pivots for day following 03-Jan-2017
Pivot	1 day	3 day
R1	103.220	103.095
PP	103.214	102.989
S1	103.207	102.883

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

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