ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	98.655	99.050	0.395	0.4%	97.770
High	99.345	99.290	-0.055	-0.1%	99.345
Low	98.645	98.665	0.020	0.0%	97.225
Close	99.320	98.731	-0.589	-0.6%	98.731
Range	0.700	0.625	-0.075	-10.7%	2.120
ATR	0.855	0.841	-0.014	-1.7%	0.000
Volume	30,971	29,688	-1,283	-4.1%	158,919

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.770	100.376	99.075
R3	100.145	99.751	98.903
R2	99.520	99.520	98.846
R1	99.126	99.126	98.788	99.011
PP	98.895	98.895	98.895	98.838
S1	98.501	98.501	98.674	98.386
S2	98.270	98.270	98.616
S3	97.645	97.876	98.559
S4	97.020	97.251	98.387

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	104.794	103.882	99.897
R3	102.674	101.762	99.314
R2	100.554	100.554	99.120
R1	99.642	99.642	98.925	100.098
PP	98.434	98.434	98.434	98.662
S1	97.522	97.522	98.537	97.978
S2	96.314	96.314	98.342
S3	94.194	95.402	98.148
S4	92.074	93.282	97.565

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%	0.830	0.8%	71%	False	False	31,783
10	99.345	97.225	2.120	2.1%	0.793	0.8%	71%	False	False	30,157
20	100.700	97.225	3.475	3.5%	0.789	0.8%	43%	False	False	17,978
40	100.700	96.755	3.945	4.0%	0.713	0.7%	50%	False	False	9,523
60	100.700	94.050	6.650	6.7%	0.684	0.7%	70%	False	False	6,441
80	100.700	94.050	6.650	6.7%	0.642	0.7%	70%	False	False	4,847
100	100.700	93.125	7.575	7.7%	0.659	0.7%	74%	False	False	3,885
120	100.700	93.125	7.575	7.7%	0.634	0.6%	74%	False	False	3,240

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.159
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	101.946
2.618	100.926
1.618	100.301
1.000	99.915
0.618	99.676
HIGH	99.290
0.618	99.051
0.500	98.978
0.382	98.904
LOW	98.665
0.618	98.279
1.000	98.040
1.618	97.654
2.618	97.029
4.250	96.009

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	98.978	98.649
PP	98.895	98.567
S1	98.813	98.485

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

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