ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 05-Jan-2016

Day Change Summary
	Previous	Current
	04-Jan-2016	05-Jan-2016	Change	Change %	Previous Week
Open	98.760	98.910	0.150	0.2%	97.970
High	99.300	99.730	0.430	0.4%	98.845
Low	98.110	98.855	0.745	0.8%	97.835
Close	98.968	99.496	0.528	0.5%	98.745
Range	1.190	0.875	-0.315	-26.5%	1.010
ATR	0.711	0.722	0.012	1.7%	0.000
Volume	39,008	38,360	-648	-1.7%	56,555

Daily Pivots for day following 05-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.985	101.616	99.977
R3	101.110	100.741	99.737
R2	100.235	100.235	99.656
R1	99.866	99.866	99.576	100.051
PP	99.360	99.360	99.360	99.453
S1	98.991	98.991	99.416	99.176
S2	98.485	98.485	99.336
S3	97.610	98.116	99.255
S4	96.735	97.241	99.015

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.505	101.135	99.301
R3	100.495	100.125	99.023
R2	99.485	99.485	98.930
R1	99.115	99.115	98.838	99.300
PP	98.475	98.475	98.475	98.568
S1	98.105	98.105	98.652	98.290
S2	97.465	97.465	98.560
S3	96.455	97.095	98.467
S4	95.445	96.085	98.190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.730	97.840	1.890	1.9%	0.719	0.7%	88%	True	False	24,630
10	99.730	97.835	1.895	1.9%	0.580	0.6%	88%	True	False	19,852
20	99.730	97.225	2.505	2.5%	0.686	0.7%	91%	True	False	25,005
40	100.700	97.225	3.475	3.5%	0.684	0.7%	65%	False	False	14,326
60	100.700	94.050	6.650	6.7%	0.676	0.7%	82%	False	False	9,715
80	100.700	94.050	6.650	6.7%	0.672	0.7%	82%	False	False	7,324
100	100.700	93.125	7.575	7.6%	0.664	0.7%	84%	False	False	5,867
120	100.700	93.125	7.575	7.6%	0.644	0.6%	84%	False	False	4,893

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	0.099
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.449
2.618	102.021
1.618	101.146
1.000	100.605
0.618	100.271
HIGH	99.730
0.618	99.396
0.500	99.293
0.382	99.189
LOW	98.855
0.618	98.314
1.000	97.980
1.618	97.439
2.618	96.564
4.250	95.136

Fisher Pivots for day following 05-Jan-2016
Pivot	1 day	3 day
R1	99.428	99.304
PP	99.360	99.112
S1	99.293	98.920

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

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