ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 22-Jan-2013

Day Change Summary
	Previous	Current
	18-Jan-2013	22-Jan-2013	Change	Change %	Previous Week
Open	79.760	80.185	0.425	0.5%	79.535
High	80.275	80.190	-0.085	-0.1%	80.275
Low	79.710	79.785	0.075	0.1%	79.405
Close	80.116	79.973	-0.143	-0.2%	80.116
Range	0.565	0.405	-0.160	-28.3%	0.870
ATR	0.436	0.434	-0.002	-0.5%	0.000
Volume	26,102	24,735	-1,367	-5.2%	131,731

Daily Pivots for day following 22-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.198	80.990	80.196
R3	80.793	80.585	80.084
R2	80.388	80.388	80.047
R1	80.180	80.180	80.010	80.082
PP	79.983	79.983	79.983	79.933
S1	79.775	79.775	79.936	79.677
S2	79.578	79.578	79.899
S3	79.173	79.370	79.862
S4	78.768	78.965	79.750

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.542	82.199	80.595
R3	81.672	81.329	80.355
R2	80.802	80.802	80.276
R1	80.459	80.459	80.196	80.631
PP	79.932	79.932	79.932	80.018
S1	79.589	79.589	80.036	79.761
S2	79.062	79.062	79.957
S3	78.192	78.719	79.877
S4	77.322	77.849	79.638

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.275	79.435	0.840	1.1%	0.420	0.5%	64%	False	False	26,105
10	80.790	79.405	1.385	1.7%	0.454	0.6%	41%	False	False	26,838
20	80.995	79.340	1.655	2.1%	0.446	0.6%	38%	False	False	24,063
40	81.055	79.015	2.040	2.6%	0.420	0.5%	47%	False	False	16,775
60	81.700	79.015	2.685	3.4%	0.368	0.5%	36%	False	False	11,224
80	81.700	79.015	2.685	3.4%	0.331	0.4%	36%	False	False	8,428

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	0.081
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.911
2.618	81.250
1.618	80.845
1.000	80.595
0.618	80.440
HIGH	80.190
0.618	80.035
0.500	79.988
0.382	79.940
LOW	79.785
0.618	79.535
1.000	79.380
1.618	79.130
2.618	78.725
4.250	78.064

Fisher Pivots for day following 22-Jan-2013
Pivot	1 day	3 day
R1	79.988	79.964
PP	79.983	79.954
S1	79.978	79.945

Download as Excel Spreadsheet

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

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