ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 24-Nov-2015

Day Change Summary
	Previous	Current
	23-Nov-2015	24-Nov-2015	Change	Change %	Previous Week
Open	99.840	99.950	0.110	0.1%	99.290
High	100.205	99.985	-0.220	-0.2%	100.100
Low	99.760	99.665	-0.095	-0.1%	98.980
Close	100.000	99.718	-0.282	-0.3%	99.772
Range	0.445	0.320	-0.125	-28.1%	1.120
ATR	0.645	0.622	-0.022	-3.4%	0.000
Volume	1,917	2,674	757	39.5%	9,339

Daily Pivots for day following 24-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.749	100.554	99.894
R3	100.429	100.234	99.806
R2	100.109	100.109	99.777
R1	99.914	99.914	99.747	99.852
PP	99.789	99.789	99.789	99.758
S1	99.594	99.594	99.689	99.532
S2	99.469	99.469	99.659
S3	99.149	99.274	99.630
S4	98.829	98.954	99.542

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	102.977	102.495	100.388
R3	101.857	101.375	100.080
R2	100.737	100.737	99.977
R1	100.255	100.255	99.875	100.496
PP	99.617	99.617	99.617	99.738
S1	99.135	99.135	99.669	99.376
S2	98.497	98.497	99.567
S3	97.377	98.015	99.464
S4	96.257	96.895	99.156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.205	98.980	1.225	1.2%	0.527	0.5%	60%	False	False	2,236
10	100.205	98.690	1.515	1.5%	0.551	0.6%	68%	False	False	1,774
20	100.205	96.755	3.450	3.5%	0.633	0.6%	86%	False	False	1,272
40	100.205	94.050	6.155	6.2%	0.624	0.6%	92%	False	False	780
60	100.205	94.050	6.155	6.2%	0.594	0.6%	92%	False	False	545
80	100.205	93.125	7.080	7.1%	0.625	0.6%	93%	False	False	418
100	100.205	93.125	7.080	7.1%	0.602	0.6%	93%	False	False	338
120	100.205	93.125	7.080	7.1%	0.567	0.6%	93%	False	False	283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.111
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	101.345
2.618	100.823
1.618	100.503
1.000	100.305
0.618	100.183
HIGH	99.985
0.618	99.863
0.500	99.825
0.382	99.787
LOW	99.665
0.618	99.467
1.000	99.345
1.618	99.147
2.618	98.827
4.250	98.305

Fisher Pivots for day following 24-Nov-2015
Pivot	1 day	3 day
R1	99.825	99.716
PP	99.789	99.714
S1	99.754	99.713

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

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