ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	97.655	98.180	0.525	0.5%	98.455
High	98.350	98.645	0.295	0.3%	99.020
Low	97.225	97.625	0.400	0.4%	97.305
Close	98.288	97.884	-0.404	-0.4%	97.606
Range	1.125	1.020	-0.105	-9.3%	1.715
ATR	0.793	0.809	0.016	2.0%	0.000
Volume	24,917	47,385	22,468	90.2%	142,657

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.111	100.518	98.445
R3	100.091	99.498	98.165
R2	99.071	99.071	98.071
R1	98.478	98.478	97.978	98.265
PP	98.051	98.051	98.051	97.945
S1	97.458	97.458	97.791	97.245
S2	97.031	97.031	97.697
S3	96.011	96.438	97.604
S4	94.991	95.418	97.323

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	103.122	102.079	98.549
R3	101.407	100.364	98.078
R2	99.692	99.692	97.920
R1	98.649	98.649	97.763	98.313
PP	97.977	97.977	97.977	97.809
S1	96.934	96.934	97.449	96.598
S2	96.262	96.262	97.292
S3	94.547	95.219	97.134
S4	92.832	93.504	96.663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.645	97.225	1.420	1.5%	0.845	0.9%	46%	True	False	37,071
10	100.700	97.225	3.475	3.6%	1.068	1.1%	19%	False	False	27,504
20	100.700	97.225	3.475	3.6%	0.790	0.8%	19%	False	False	15,198
40	100.700	95.205	5.495	5.6%	0.743	0.8%	49%	False	False	8,037
60	100.700	94.050	6.650	6.8%	0.682	0.7%	58%	False	False	5,435
80	100.700	94.050	6.650	6.8%	0.645	0.7%	58%	False	False	4,089
100	100.700	93.125	7.575	7.7%	0.661	0.7%	63%	False	False	3,279
120	100.700	93.125	7.575	7.7%	0.625	0.6%	63%	False	False	2,734

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	0.230
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.980
2.618	101.315
1.618	100.295
1.000	99.665
0.618	99.275
HIGH	98.645
0.618	98.255
0.500	98.135
0.382	98.015
LOW	97.625
0.618	96.995
1.000	96.605
1.618	95.975
2.618	94.955
4.250	93.290

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	98.135	97.935
PP	98.051	97.918
S1	97.968	97.901

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

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