ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 12-Jan-2017

Day Change Summary
	Previous	Current
	11-Jan-2017	12-Jan-2017	Change	Change %	Previous Week
Open	102.015	101.720	-0.295	-0.3%	102.815
High	102.960	101.770	-1.190	-1.2%	103.815
Low	101.240	100.700	-0.540	-0.5%	101.295
Close	101.747	101.377	-0.370	-0.4%	102.209
Range	1.720	1.070	-0.650	-37.8%	2.520
ATR	0.898	0.910	0.012	1.4%	0.000
Volume	74,587	54,031	-20,556	-27.6%	186,219

Daily Pivots for day following 12-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	104.492	104.005	101.966
R3	103.422	102.935	101.671
R2	102.352	102.352	101.573
R1	101.865	101.865	101.475	101.574
PP	101.282	101.282	101.282	101.137
S1	100.795	100.795	101.279	100.504
S2	100.212	100.212	101.181
S3	99.142	99.725	101.083
S4	98.072	98.655	100.789

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	102.960	100.700	2.260	2.2%	0.989	1.0%	30%	False	True	46,206
10	103.815	100.700	3.115	3.1%	0.962	0.9%	22%	False	True	44,920
20	103.815	100.635	3.180	3.1%	0.855	0.8%	23%	False	False	37,548
40	103.815	99.250	4.565	4.5%	0.842	0.8%	47%	False	False	21,504
60	103.815	95.820	7.995	7.9%	0.786	0.8%	70%	False	False	14,632
80	103.815	94.885	8.930	8.8%	0.714	0.7%	73%	False	False	11,049

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.246
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.318
2.618	104.571
1.618	103.501
1.000	102.840
0.618	102.431
HIGH	101.770
0.618	101.361
0.500	101.235
0.382	101.109
LOW	100.700
0.618	100.039
1.000	99.630
1.618	98.969
2.618	97.899
4.250	96.153

Fisher Pivots for day following 12-Jan-2017
Pivot	1 day	3 day
R1	101.330	101.830
PP	101.282	101.679
S1	101.235	101.528

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

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