ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	98.780	98.500	-0.280	-0.3%	97.770
High	98.855	98.515	-0.340	-0.3%	99.345
Low	98.295	98.005	-0.290	-0.3%	97.225
Close	98.369	98.244	-0.125	-0.1%	98.731
Range	0.560	0.510	-0.050	-8.9%	2.120
ATR	0.821	0.799	-0.022	-2.7%	0.000
Volume	20,929	17,747	-3,182	-15.2%	158,919

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	99.785	99.524	98.525
R3	99.275	99.014	98.384
R2	98.765	98.765	98.338
R1	98.504	98.504	98.291	98.380
PP	98.255	98.255	98.255	98.192
S1	97.994	97.994	98.197	97.870
S2	97.745	97.745	98.151
S3	97.235	97.484	98.104
S4	96.725	96.974	97.964

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	97.625	1.720	1.8%	0.683	0.7%	36%	False	False	29,344
10	99.345	97.225	2.120	2.2%	0.795	0.8%	48%	False	False	31,490
20	100.700	97.225	3.475	3.5%	0.804	0.8%	29%	False	False	19,682
40	100.700	96.755	3.945	4.0%	0.718	0.7%	38%	False	False	10,477
60	100.700	94.050	6.650	6.8%	0.684	0.7%	63%	False	False	7,081
80	100.700	94.050	6.650	6.8%	0.646	0.7%	63%	False	False	5,330
100	100.700	93.125	7.575	7.7%	0.661	0.7%	68%	False	False	4,271
120	100.700	93.125	7.575	7.7%	0.636	0.6%	68%	False	False	3,562

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	0.158
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	100.683
2.618	99.850
1.618	99.340
1.000	99.025
0.618	98.830
HIGH	98.515
0.618	98.320
0.500	98.260
0.382	98.200
LOW	98.005
0.618	97.690
1.000	97.495
1.618	97.180
2.618	96.670
4.250	95.838

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	98.260	98.648
PP	98.255	98.513
S1	98.249	98.379

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

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