ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	98.180	98.655	0.475	0.5%	98.455
High	98.645	99.345	0.700	0.7%	99.020
Low	97.625	98.645	1.020	1.0%	97.305
Close	97.884	99.320	1.436	1.5%	97.606
Range	1.020	0.700	-0.320	-31.4%	1.715
ATR	0.809	0.855	0.047	5.8%	0.000
Volume	47,385	30,971	-16,414	-34.6%	142,657

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.203	100.962	99.705
R3	100.503	100.262	99.513
R2	99.803	99.803	99.448
R1	99.562	99.562	99.384	99.683
PP	99.103	99.103	99.103	99.164
S1	98.862	98.862	99.256	98.983
S2	98.403	98.403	99.192
S3	97.703	98.162	99.128
S4	97.003	97.462	98.935

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	99.345	97.225	2.120	2.1%	0.861	0.9%	99%	True	False	33,871
10	99.345	97.225	2.120	2.1%	0.839	0.8%	99%	True	False	28,167
20	100.700	97.225	3.475	3.5%	0.789	0.8%	60%	False	False	16,616
40	100.700	96.430	4.270	4.3%	0.724	0.7%	68%	False	False	8,796
60	100.700	94.050	6.650	6.7%	0.682	0.7%	79%	False	False	5,949
80	100.700	94.050	6.650	6.7%	0.642	0.6%	79%	False	False	4,476
100	100.700	93.125	7.575	7.6%	0.663	0.7%	82%	False	False	3,588
120	100.700	93.125	7.575	7.6%	0.629	0.6%	82%	False	False	2,992

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	0.180
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.320
2.618	101.178
1.618	100.478
1.000	100.045
0.618	99.778
HIGH	99.345
0.618	99.078
0.500	98.995
0.382	98.912
LOW	98.645
0.618	98.212
1.000	97.945
1.618	97.512
2.618	96.812
4.250	95.670

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	99.212	98.975
PP	99.103	98.630
S1	98.995	98.285

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

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