ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	99.050	98.780	-0.270	-0.3%	97.770
High	99.290	98.855	-0.435	-0.4%	99.345
Low	98.665	98.295	-0.370	-0.4%	97.225
Close	98.731	98.369	-0.362	-0.4%	98.731
Range	0.625	0.560	-0.065	-10.4%	2.120
ATR	0.841	0.821	-0.020	-2.4%	0.000
Volume	29,688	20,929	-8,759	-29.5%	158,919

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	100.186	99.838	98.677
R3	99.626	99.278	98.523
R2	99.066	99.066	98.472
R1	98.718	98.718	98.420	98.612
PP	98.506	98.506	98.506	98.454
S1	98.158	98.158	98.318	98.052
S2	97.946	97.946	98.266
S3	97.386	97.598	98.215
S4	96.826	97.038	98.061

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	2.2%	0.806	0.8%	54%	False	False	30,778
10	99.345	97.225	2.120	2.2%	0.785	0.8%	54%	False	False	30,980
20	100.700	97.225	3.475	3.5%	0.795	0.8%	33%	False	False	18,929
40	100.700	96.755	3.945	4.0%	0.715	0.7%	41%	False	False	10,039
60	100.700	94.050	6.650	6.8%	0.684	0.7%	65%	False	False	6,787
80	100.700	94.050	6.650	6.8%	0.643	0.7%	65%	False	False	5,108
100	100.700	93.125	7.575	7.7%	0.662	0.7%	69%	False	False	4,094
120	100.700	93.125	7.575	7.7%	0.637	0.6%	69%	False	False	3,414

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	0.159
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	101.235
2.618	100.321
1.618	99.761
1.000	99.415
0.618	99.201
HIGH	98.855
0.618	98.641
0.500	98.575
0.382	98.509
LOW	98.295
0.618	97.949
1.000	97.735
1.618	97.389
2.618	96.829
4.250	95.915

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	98.575	98.820
PP	98.506	98.670
S1	98.438	98.519

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

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