ICE US Dollar Index Future June 2017

Trading Metrics calculated at close of trading on 31-Mar-2017

Day Change Summary
	Previous	Current
	30-Mar-2017	31-Mar-2017	Change	Change %	Previous Week
Open	99.850	100.340	0.490	0.5%	99.335
High	100.465	100.505	0.040	0.0%	100.505
Low	99.795	100.115	0.320	0.3%	98.670
Close	100.285	100.218	-0.067	-0.1%	100.218
Range	0.670	0.390	-0.280	-41.8%	1.835
ATR	0.583	0.570	-0.014	-2.4%	0.000
Volume	28,862	25,572	-3,290	-11.4%	138,491

Daily Pivots for day following 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	101.449	101.224	100.433
R3	101.059	100.834	100.325
R2	100.669	100.669	100.290
R1	100.444	100.444	100.254	100.362
PP	100.279	100.279	100.279	100.238
S1	100.054	100.054	100.182	99.972
S2	99.889	99.889	100.147
S3	99.499	99.664	100.111
S4	99.109	99.274	100.004

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	105.303	104.595	101.227
R3	103.468	102.760	100.723
R2	101.633	101.633	100.554
R1	100.925	100.925	100.386	101.279
PP	99.798	99.798	99.798	99.975
S1	99.090	99.090	100.050	99.444
S2	97.963	97.963	99.882
S3	96.128	97.255	99.713
S4	94.293	95.420	99.209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.505	98.670	1.835	1.8%	0.579	0.6%	84%	True	False	27,698
10	100.505	98.670	1.835	1.8%	0.512	0.5%	84%	True	False	26,830
20	102.125	98.670	3.455	3.4%	0.542	0.5%	45%	False	False	28,816
40	102.190	98.670	3.520	3.5%	0.557	0.6%	44%	False	False	15,118
60	102.830	98.670	4.160	4.2%	0.628	0.6%	37%	False	False	10,234
80	103.750	98.670	5.080	5.1%	0.662	0.7%	30%	False	False	7,717

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.103
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	102.163
2.618	101.526
1.618	101.136
1.000	100.895
0.618	100.746
HIGH	100.505
0.618	100.356
0.500	100.310
0.382	100.264
LOW	100.115
0.618	99.874
1.000	99.725
1.618	99.484
2.618	99.094
4.250	98.458

Fisher Pivots for day following 31-Mar-2017
Pivot	1 day	3 day
R1	100.310	100.145
PP	100.279	100.073
S1	100.249	100.000

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

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