ICE US Dollar Index Future March 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	100.390	99.580	-0.810	-0.8%	100.750
High	100.505	100.060	-0.445	-0.4%	100.810
Low	99.400	99.480	0.080	0.1%	99.765
Close	99.481	99.608	0.127	0.1%	100.526
Range	1.105	0.580	-0.525	-47.5%	1.045
ATR	0.868	0.847	-0.021	-2.4%	0.000
Volume	57,721	42,195	-15,526	-26.9%	163,626

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	101.456	101.112	99.927
R3	100.876	100.532	99.768
R2	100.296	100.296	99.714
R1	99.952	99.952	99.661	100.124
PP	99.716	99.716	99.716	99.802
S1	99.372	99.372	99.555	99.544
S2	99.136	99.136	99.502
S3	98.556	98.792	99.449
S4	97.976	98.212	99.289

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	103.502	103.059	101.101
R3	102.457	102.014	100.813
R2	101.412	101.412	100.718
R1	100.969	100.969	100.622	100.668
PP	100.367	100.367	100.367	100.217
S1	99.924	99.924	100.430	99.623
S2	99.322	99.322	100.334
S3	98.277	98.879	100.239
S4	97.232	97.834	99.951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.015	99.400	1.615	1.6%	0.805	0.8%	13%	False	False	40,826
10	101.710	99.400	2.310	2.3%	0.751	0.8%	9%	False	False	39,599
20	103.420	99.400	4.020	4.0%	0.897	0.9%	5%	False	False	43,143
40	103.815	99.250	4.565	4.6%	0.871	0.9%	8%	False	False	34,198
60	103.815	95.820	7.995	8.0%	0.857	0.9%	47%	False	False	23,435
80	103.815	95.820	7.995	8.0%	0.767	0.8%	47%	False	False	17,698
100	103.815	94.825	8.990	9.0%	0.714	0.7%	53%	False	False	14,207

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.163
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.525
2.618	101.578
1.618	100.998
1.000	100.640
0.618	100.418
HIGH	100.060
0.618	99.838
0.500	99.770
0.382	99.702
LOW	99.480
0.618	99.122
1.000	98.900
1.618	98.542
2.618	97.962
4.250	97.015

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	99.770	100.208
PP	99.716	100.008
S1	99.662	99.808

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

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