ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 05-Jan-2017

Day Change Summary
	Previous	Current
	04-Jan-2017	05-Jan-2017	Change	Change %	Previous Week
Open	103.350	102.065	-1.285	-1.2%	103.055
High	103.420	102.500	-0.920	-0.9%	103.575
Low	102.385	101.295	-1.090	-1.1%	101.950
Close	102.709	101.528	-1.181	-1.1%	102.286
Range	1.035	1.205	0.170	16.4%	1.625
ATR	0.823	0.865	0.042	5.1%	0.000
Volume	36,179	60,274	24,095	66.6%	98,027

Daily Pivots for day following 05-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	105.389	104.664	102.191
R3	104.184	103.459	101.859
R2	102.979	102.979	101.749
R1	102.254	102.254	101.638	102.014
PP	101.774	101.774	101.774	101.655
S1	101.049	101.049	101.418	100.809
S2	100.569	100.569	101.307
S3	99.364	99.844	101.197
S4	98.159	98.639	100.865

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	101.295	2.520	2.5%	0.934	0.9%	9%	False	True	43,634
10	103.815	101.295	2.520	2.5%	0.709	0.7%	9%	False	True	30,189
20	103.815	99.250	4.565	4.5%	0.828	0.8%	50%	False	False	28,783
40	103.815	95.820	7.995	7.9%	0.868	0.9%	71%	False	False	15,960
60	103.815	95.820	7.995	7.9%	0.741	0.7%	71%	False	False	10,810
80	103.815	94.885	8.930	8.8%	0.684	0.7%	74%	False	False	8,176

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	0.159
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	107.621
2.618	105.655
1.618	104.450
1.000	103.705
0.618	103.245
HIGH	102.500
0.618	102.040
0.500	101.898
0.382	101.755
LOW	101.295
0.618	100.550
1.000	100.090
1.618	99.345
2.618	98.140
4.250	96.174

Fisher Pivots for day following 05-Jan-2017
Pivot	1 day	3 day
R1	101.898	102.555
PP	101.774	102.213
S1	101.651	101.870

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

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