ICE US Dollar Index Future March 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	98.840	97.185	-1.655	-1.7%	99.640
High	98.955	97.480	-1.475	-1.5%	99.880
Low	96.885	96.270	-0.615	-0.6%	98.450
Close	97.301	96.487	-0.814	-0.8%	99.652
Range	2.070	1.210	-0.860	-41.5%	1.430
ATR	0.788	0.819	0.030	3.8%	0.000
Volume	60,539	48,431	-12,108	-20.0%	154,519

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	100.376	99.641	97.153
R3	99.166	98.431	96.820
R2	97.956	97.956	96.709
R1	97.221	97.221	96.598	96.984
PP	96.746	96.746	96.746	96.627
S1	96.011	96.011	96.376	95.774
S2	95.536	95.536	96.265
S3	94.326	94.801	96.154
S4	93.116	93.591	95.822

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	96.270	3.610	3.7%	1.135	1.2%	6%	False	True	42,046
10	99.880	96.270	3.610	3.7%	0.817	0.8%	6%	False	True	33,739
20	99.950	96.270	3.680	3.8%	0.787	0.8%	6%	False	True	35,715
40	99.950	96.270	3.680	3.8%	0.734	0.8%	6%	False	True	30,786
60	100.700	96.270	4.430	4.6%	0.719	0.7%	5%	False	True	21,935
80	100.700	94.050	6.650	6.9%	0.708	0.7%	37%	False	False	16,580
100	100.700	94.050	6.650	6.9%	0.695	0.7%	37%	False	False	13,299
120	100.700	93.125	7.575	7.9%	0.686	0.7%	44%	False	False	11,089

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	0.109
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.623
2.618	100.648
1.618	99.438
1.000	98.690
0.618	98.228
HIGH	97.480
0.618	97.018
0.500	96.875
0.382	96.732
LOW	96.270
0.618	95.522
1.000	95.060
1.618	94.312
2.618	93.102
4.250	91.128

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	96.875	97.688
PP	96.746	97.287
S1	96.616	96.887

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

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