ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	80.520	80.365	-0.155	-0.2%	80.400
High	80.540	80.535	-0.005	0.0%	80.820
Low	80.245	80.145	-0.100	-0.1%	80.145
Close	80.404	80.363	-0.041	-0.1%	80.363
Range	0.295	0.390	0.095	32.2%	0.675
ATR	0.325	0.330	0.005	1.4%	0.000
Volume	257	173	-84	-32.7%	1,396

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.518	81.330	80.578
R3	81.128	80.940	80.470
R2	80.738	80.738	80.435
R1	80.550	80.550	80.399	80.449
PP	80.348	80.348	80.348	80.297
S1	80.160	80.160	80.327	80.059
S2	79.958	79.958	80.292
S3	79.568	79.770	80.256
S4	79.178	79.380	80.149

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.468	82.090	80.734
R3	81.793	81.415	80.549
R2	81.118	81.118	80.487
R1	80.740	80.740	80.425	80.592
PP	80.443	80.443	80.443	80.368
S1	80.065	80.065	80.301	79.917
S2	79.768	79.768	80.239
S3	79.093	79.390	80.177
S4	78.418	78.715	79.992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.820	80.145	0.675	0.8%	0.321	0.4%	32%	False	True	279
10	81.475	80.145	1.330	1.7%	0.328	0.4%	16%	False	True	228
20	81.700	80.145	1.555	1.9%	0.306	0.4%	14%	False	True	190
40	81.700	79.200	2.500	3.1%	0.266	0.3%	47%	False	False	112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.193
2.618	81.556
1.618	81.166
1.000	80.925
0.618	80.776
HIGH	80.535
0.618	80.386
0.500	80.340
0.382	80.294
LOW	80.145
0.618	79.904
1.000	79.755
1.618	79.514
2.618	79.124
4.250	78.488

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	80.355	80.483
PP	80.348	80.443
S1	80.340	80.403

Download as Excel Spreadsheet

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

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