ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	80.785	80.940	0.155	0.2%	80.075
High	81.025	81.110	0.085	0.1%	80.740
Low	80.365	80.825	0.460	0.6%	79.720
Close	80.867	80.886	0.019	0.0%	80.683
Range	0.660	0.285	-0.375	-56.8%	1.020
ATR	0.428	0.418	-0.010	-2.4%	0.000
Volume	34,744	20,684	-14,060	-40.5%	88,892

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.795	81.626	81.043
R3	81.510	81.341	80.964
R2	81.225	81.225	80.938
R1	81.056	81.056	80.912	80.998
PP	80.940	80.940	80.940	80.912
S1	80.771	80.771	80.860	80.713
S2	80.655	80.655	80.834
S3	80.370	80.486	80.808
S4	80.085	80.201	80.729

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.441	83.082	81.244
R3	82.421	82.062	80.964
R2	81.401	81.401	80.870
R1	81.042	81.042	80.777	81.222
PP	80.381	80.381	80.381	80.471
S1	80.022	80.022	80.590	80.202
S2	79.361	79.361	80.496
S3	78.341	79.002	80.403
S4	77.321	77.982	80.122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.110	80.095	1.015	1.3%	0.439	0.5%	78%	True	False	25,226
10	81.110	79.720	1.390	1.7%	0.400	0.5%	84%	True	False	21,171
20	81.110	78.970	2.140	2.6%	0.389	0.5%	90%	True	False	19,318
40	81.110	78.725	2.385	2.9%	0.427	0.5%	91%	True	False	19,124
60	83.100	78.725	4.375	5.4%	0.435	0.5%	49%	False	False	13,723
80	84.610	78.725	5.885	7.3%	0.430	0.5%	37%	False	False	10,302
100	84.610	78.725	5.885	7.3%	0.398	0.5%	37%	False	False	8,245
120	84.610	78.725	5.885	7.3%	0.344	0.4%	37%	False	False	6,892

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	0.097
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.321
2.618	81.856
1.618	81.571
1.000	81.395
0.618	81.286
HIGH	81.110
0.618	81.001
0.500	80.968
0.382	80.934
LOW	80.825
0.618	80.649
1.000	80.540
1.618	80.364
2.618	80.079
4.250	79.614

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	80.968	80.837
PP	80.940	80.787
S1	80.913	80.738

Download as Excel Spreadsheet

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

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