ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	98.390	97.970	-0.420	-0.4%	98.780
High	98.390	98.055	-0.335	-0.3%	98.855
Low	97.935	97.835	-0.100	-0.1%	97.935
Close	98.016	97.950	-0.066	-0.1%	98.016
Range	0.455	0.220	-0.235	-51.6%	0.920
ATR	0.751	0.713	-0.038	-5.1%	0.000
Volume	9,145	10,771	1,626	17.8%	64,606

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	98.607	98.498	98.071
R3	98.387	98.278	98.011
R2	98.167	98.167	97.990
R1	98.058	98.058	97.970	98.003
PP	97.947	97.947	97.947	97.919
S1	97.838	97.838	97.930	97.783
S2	97.727	97.727	97.910
S3	97.507	97.618	97.890
S4	97.287	97.398	97.829

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	101.029	100.442	98.522
R3	100.109	99.522	98.269
R2	99.189	99.189	98.185
R1	98.602	98.602	98.100	98.436
PP	98.269	98.269	98.269	98.185
S1	97.682	97.682	97.932	97.516
S2	97.349	97.349	97.847
S3	96.429	96.762	97.763
S4	95.509	95.842	97.510

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.855	97.835	1.020	1.0%	0.440	0.4%	11%	False	True	15,075
10	99.345	97.225	2.120	2.2%	0.635	0.6%	34%	False	False	23,429
20	100.700	97.225	3.475	3.5%	0.781	0.8%	21%	False	False	21,172
40	100.700	96.930	3.770	3.8%	0.684	0.7%	27%	False	False	11,335
60	100.700	94.050	6.650	6.8%	0.665	0.7%	59%	False	False	7,684
80	100.700	94.050	6.650	6.8%	0.649	0.7%	59%	False	False	5,788
100	100.700	93.125	7.575	7.7%	0.658	0.7%	64%	False	False	4,637
120	100.700	93.125	7.575	7.7%	0.633	0.6%	64%	False	False	3,867

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.156
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	98.990
2.618	98.631
1.618	98.411
1.000	98.275
0.618	98.191
HIGH	98.055
0.618	97.971
0.500	97.945
0.382	97.919
LOW	97.835
0.618	97.699
1.000	97.615
1.618	97.479
2.618	97.259
4.250	96.900

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	97.948	98.250
PP	97.947	98.150
S1	97.945	98.050

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

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