ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 01-Feb-2016

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	98.680	99.700	1.020	1.0%	99.640
High	99.880	99.750	-0.130	-0.1%	99.880
Low	98.600	98.950	0.350	0.4%	98.450
Close	99.652	99.028	-0.624	-0.6%	99.652
Range	1.280	0.800	-0.480	-37.5%	1.430
ATR	0.712	0.719	0.006	0.9%	0.000
Volume	53,797	27,833	-25,964	-48.3%	154,519

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	101.643	101.135	99.468
R3	100.843	100.335	99.248
R2	100.043	100.043	99.175
R1	99.535	99.535	99.101	99.389
PP	99.243	99.243	99.243	99.170
S1	98.735	98.735	98.955	98.589
S2	98.443	98.443	98.881
S3	97.643	97.935	98.808
S4	96.843	97.135	98.588

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	103.617	103.065	100.439
R3	102.187	101.635	100.045
R2	100.757	100.757	99.914
R1	100.205	100.205	99.783	100.481
PP	99.327	99.327	99.327	99.466
S1	98.775	98.775	99.521	99.051
S2	97.897	97.897	99.390
S3	96.467	97.345	99.259
S4	95.037	95.915	98.866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.880	98.450	1.430	1.4%	0.741	0.7%	40%	False	False	33,131
10	99.950	98.450	1.500	1.5%	0.659	0.7%	39%	False	False	33,518
20	99.950	98.110	1.840	1.9%	0.738	0.7%	50%	False	False	34,640
40	100.700	97.225	3.475	3.5%	0.762	0.8%	52%	False	False	28,741
60	100.700	97.225	3.475	3.5%	0.698	0.7%	52%	False	False	19,839
80	100.700	94.050	6.650	6.7%	0.681	0.7%	75%	False	False	14,985
100	100.700	94.050	6.650	6.7%	0.676	0.7%	75%	False	False	12,014
120	100.700	93.125	7.575	7.6%	0.664	0.7%	78%	False	False	10,018

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.122
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.150
2.618	101.844
1.618	101.044
1.000	100.550
0.618	100.244
HIGH	99.750
0.618	99.444
0.500	99.350
0.382	99.256
LOW	98.950
0.618	98.456
1.000	98.150
1.618	97.656
2.618	96.856
4.250	95.550

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	99.350	99.165
PP	99.243	99.119
S1	99.135	99.074

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

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