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 |  | 
    
        
        |  | 
    
        | 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 |  |