ICE US Dollar Index Future June 2017

Trading Metrics calculated at close of trading on 22-Mar-2017

Day Change Summary
	Previous	Current
	21-Mar-2017	22-Mar-2017	Change	Change %	Previous Week
Open	100.175	99.500	-0.675	-0.7%	101.160
High	100.180	99.725	-0.455	-0.5%	101.660
Low	99.460	99.340	-0.120	-0.1%	99.970
Close	99.614	99.468	-0.146	-0.1%	100.115
Range	0.720	0.385	-0.335	-46.5%	1.690
ATR	0.611	0.595	-0.016	-2.6%	0.000
Volume	33,893	30,154	-3,739	-11.0%	152,986

Daily Pivots for day following 22-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	100.666	100.452	99.680
R3	100.281	100.067	99.574
R2	99.896	99.896	99.539
R1	99.682	99.682	99.503	99.597
PP	99.511	99.511	99.511	99.468
S1	99.297	99.297	99.433	99.212
S2	99.126	99.126	99.397
S3	98.741	98.912	99.362
S4	98.356	98.527	99.256

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	105.652	104.573	101.045
R3	103.962	102.883	100.580
R2	102.272	102.272	100.425
R1	101.193	101.193	100.270	100.888
PP	100.582	100.582	100.582	100.429
S1	99.503	99.503	99.960	99.198
S2	98.892	98.892	99.805
S3	97.202	97.813	99.650
S4	95.512	96.123	99.186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.580	99.340	1.240	1.2%	0.476	0.5%	10%	False	True	28,640
10	102.125	99.340	2.785	2.8%	0.587	0.6%	5%	False	True	33,662
20	102.190	99.340	2.850	2.9%	0.581	0.6%	4%	False	True	20,627
40	102.190	99.145	3.045	3.1%	0.592	0.6%	11%	False	False	10,586
60	103.750	99.145	4.605	4.6%	0.666	0.7%	7%	False	False	7,176
80	103.750	99.145	4.605	4.6%	0.672	0.7%	7%	False	False	5,408

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	0.098
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.361
2.618	100.733
1.618	100.348
1.000	100.110
0.618	99.963
HIGH	99.725
0.618	99.578
0.500	99.533
0.382	99.487
LOW	99.340
0.618	99.102
1.000	98.955
1.618	98.717
2.618	98.332
4.250	97.704

Fisher Pivots for day following 22-Mar-2017
Pivot	1 day	3 day
R1	99.533	99.803
PP	99.511	99.691
S1	99.490	99.580

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

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