ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 06-Jan-2017

Day Change Summary
	Previous	Current
	05-Jan-2017	06-Jan-2017	Change	Change %	Previous Week
Open	102.065	101.540	-0.525	-0.5%	102.815
High	102.500	102.300	-0.200	-0.2%	103.815
Low	101.295	101.395	0.100	0.1%	101.295
Close	101.528	102.209	0.681	0.7%	102.209
Range	1.205	0.905	-0.300	-24.9%	2.520
ATR	0.865	0.868	0.003	0.3%	0.000
Volume	60,274	38,065	-22,209	-36.8%	186,219

Daily Pivots for day following 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	104.683	104.351	102.707
R3	103.778	103.446	102.458
R2	102.873	102.873	102.375
R1	102.541	102.541	102.292	102.707
PP	101.968	101.968	101.968	102.051
S1	101.636	101.636	102.126	101.802
S2	101.063	101.063	102.043
S3	100.158	100.731	101.960
S4	99.253	99.826	101.711

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	110.000	108.624	103.595
R3	107.480	106.104	102.902
R2	104.960	104.960	102.671
R1	103.584	103.584	102.440	103.012
PP	102.440	102.440	102.440	102.154
S1	101.064	101.064	101.978	100.492
S2	99.920	99.920	101.747
S3	97.400	98.544	101.516
S4	94.880	96.024	100.823

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%	1.003	1.0%	36%	False	False	44,859
10	103.815	101.295	2.520	2.5%	0.737	0.7%	36%	False	False	31,886
20	103.815	99.250	4.565	4.5%	0.852	0.8%	65%	False	False	30,397
40	103.815	98.240	5.575	5.5%	0.821	0.8%	71%	False	False	16,841
60	103.815	95.820	7.995	7.8%	0.747	0.7%	80%	False	False	11,439
80	103.815	94.885	8.930	8.7%	0.690	0.7%	82%	False	False	8,647

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.164
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.146
2.618	104.669
1.618	103.764
1.000	103.205
0.618	102.859
HIGH	102.300
0.618	101.954
0.500	101.848
0.382	101.741
LOW	101.395
0.618	100.836
1.000	100.490
1.618	99.931
2.618	99.026
4.250	97.549

Fisher Pivots for day following 06-Jan-2017
Pivot	1 day	3 day
R1	102.089	102.358
PP	101.968	102.308
S1	101.848	102.259

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

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