ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	98.910	99.515	0.605	0.6%	97.970
High	99.730	99.750	0.020	0.0%	98.845
Low	98.855	99.195	0.340	0.3%	97.835
Close	99.496	99.266	-0.230	-0.2%	98.745
Range	0.875	0.555	-0.320	-36.6%	1.010
ATR	0.722	0.710	-0.012	-1.7%	0.000
Volume	38,360	29,733	-8,627	-22.5%	56,555

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.069	100.722	99.571
R3	100.514	100.167	99.419
R2	99.959	99.959	99.368
R1	99.612	99.612	99.317	99.508
PP	99.404	99.404	99.404	99.352
S1	99.057	99.057	99.215	98.953
S2	98.849	98.849	99.164
S3	98.294	98.502	99.113
S4	97.739	97.947	98.961

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	99.750	98.110	1.640	1.7%	0.703	0.7%	70%	True	False	27,141
10	99.750	97.835	1.915	1.9%	0.579	0.6%	75%	True	False	20,733
20	99.750	97.225	2.525	2.5%	0.682	0.7%	81%	True	False	25,856
40	100.700	97.225	3.475	3.5%	0.685	0.7%	59%	False	False	15,045
60	100.700	94.050	6.650	6.7%	0.681	0.7%	78%	False	False	10,202
80	100.700	94.050	6.650	6.7%	0.672	0.7%	78%	False	False	7,695
100	100.700	93.125	7.575	7.6%	0.666	0.7%	81%	False	False	6,164
120	100.700	93.125	7.575	7.6%	0.645	0.6%	81%	False	False	5,141

Crabel Price Patterns
NR	True
NR4	True
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	0.115
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	102.109
2.618	101.203
1.618	100.648
1.000	100.305
0.618	100.093
HIGH	99.750
0.618	99.538
0.500	99.473
0.382	99.407
LOW	99.195
0.618	98.852
1.000	98.640
1.618	98.297
2.618	97.742
4.250	96.836

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	99.473	99.154
PP	99.404	99.042
S1	99.335	98.930

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

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