ICE US Dollar Index Future June 2017

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	102.950	103.025	0.075	0.1%	102.710
High	103.145	103.120	-0.025	0.0%	103.610
Low	102.900	102.925	0.025	0.0%	102.620
Close	102.972	102.977	0.005	0.0%	102.972
Range	0.245	0.195	-0.050	-20.4%	0.990
ATR	0.735	0.697	-0.039	-5.2%	0.000
Volume	69	69	0	0.0%	496

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.592	103.480	103.084
R3	103.397	103.285	103.031
R2	103.202	103.202	103.013
R1	103.090	103.090	102.995	103.049
PP	103.007	103.007	103.007	102.987
S1	102.895	102.895	102.959	102.854
S2	102.812	102.812	102.941
S3	102.617	102.700	102.923
S4	102.422	102.505	102.870

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	106.037	105.495	103.517
R3	105.047	104.505	103.244
R2	104.057	104.057	103.154
R1	103.515	103.515	103.063	103.786
PP	103.067	103.067	103.067	103.203
S1	102.525	102.525	102.881	102.796
S2	102.077	102.077	102.791
S3	101.087	101.535	102.700
S4	100.097	100.545	102.428

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.610	102.620	0.990	1.0%	0.390	0.4%	36%	False	False	101
10	103.610	100.650	2.960	2.9%	0.633	0.6%	79%	False	False	146
20	103.610	99.475	4.135	4.0%	0.691	0.7%	85%	False	False	105

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.118
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	103.949
2.618	103.631
1.618	103.436
1.000	103.315
0.618	103.241
HIGH	103.120
0.618	103.046
0.500	103.023
0.382	102.999
LOW	102.925
0.618	102.804
1.000	102.730
1.618	102.609
2.618	102.414
4.250	102.096

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	103.023	102.946
PP	103.007	102.914
S1	102.992	102.883

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

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