ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 04-Dec-2012

Day Change Summary
	Previous	Current
	03-Dec-2012	04-Dec-2012	Change	Change %	Previous Week
Open	80.195	79.885	-0.310	-0.4%	80.230
High	80.215	79.920	-0.295	-0.4%	80.610
Low	79.780	79.590	-0.190	-0.2%	80.025
Close	79.872	79.634	-0.238	-0.3%	80.163
Range	0.435	0.330	-0.105	-24.1%	0.585
ATR	0.385	0.381	-0.004	-1.0%	0.000
Volume	23,558	21,326	-2,232	-9.5%	83,436

Daily Pivots for day following 04-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.705	80.499	79.816
R3	80.375	80.169	79.725
R2	80.045	80.045	79.695
R1	79.839	79.839	79.664	79.777
PP	79.715	79.715	79.715	79.684
S1	79.509	79.509	79.604	79.447
S2	79.385	79.385	79.574
S3	79.055	79.179	79.543
S4	78.725	78.849	79.453

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.021	81.677	80.485
R3	81.436	81.092	80.324
R2	80.851	80.851	80.270
R1	80.507	80.507	80.217	80.387
PP	80.266	80.266	80.266	80.206
S1	79.922	79.922	80.109	79.802
S2	79.681	79.681	80.056
S3	79.096	79.337	80.002
S4	78.511	78.752	79.841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.610	79.590	1.020	1.3%	0.350	0.4%	4%	False	True	19,313
10	81.300	79.590	1.710	2.1%	0.354	0.4%	3%	False	True	17,810
20	81.515	79.590	1.925	2.4%	0.357	0.4%	2%	False	True	20,336
40	81.515	78.970	2.545	3.2%	0.381	0.5%	26%	False	False	19,332
60	81.515	78.725	2.790	3.5%	0.413	0.5%	33%	False	False	19,007
80	83.105	78.725	4.380	5.5%	0.407	0.5%	21%	False	False	14,380
100	84.610	78.725	5.885	7.4%	0.414	0.5%	15%	False	False	11,512
120	84.610	78.725	5.885	7.4%	0.393	0.5%	15%	False	False	9,600

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	0.055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.323
2.618	80.784
1.618	80.454
1.000	80.250
0.618	80.124
HIGH	79.920
0.618	79.794
0.500	79.755
0.382	79.716
LOW	79.590
0.618	79.386
1.000	79.260
1.618	79.056
2.618	78.726
4.250	78.188

Fisher Pivots for day following 04-Dec-2012
Pivot	1 day	3 day
R1	79.755	79.965
PP	79.715	79.855
S1	79.674	79.744

Download as Excel Spreadsheet

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

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