ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	80.940	80.950	0.010	0.0%	80.710
High	81.110	81.175	0.065	0.1%	81.175
Low	80.825	80.685	-0.140	-0.2%	80.365
Close	80.886	81.098	0.212	0.3%	81.098
Range	0.285	0.490	0.205	71.9%	0.810
ATR	0.418	0.423	0.005	1.2%	0.000
Volume	20,684	23,737	3,053	14.8%	121,645

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.456	82.267	81.368
R3	81.966	81.777	81.233
R2	81.476	81.476	81.188
R1	81.287	81.287	81.143	81.382
PP	80.986	80.986	80.986	81.033
S1	80.797	80.797	81.053	80.892
S2	80.496	80.496	81.008
S3	80.006	80.307	80.963
S4	79.516	79.817	80.829

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.309	83.014	81.544
R3	82.499	82.204	81.321
R2	81.689	81.689	81.247
R1	81.394	81.394	81.172	81.542
PP	80.879	80.879	80.879	80.953
S1	80.584	80.584	81.024	80.732
S2	80.069	80.069	80.950
S3	79.259	79.774	80.875
S4	78.449	78.964	80.653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.175	80.365	0.810	1.0%	0.408	0.5%	90%	True	False	24,329
10	81.175	79.720	1.455	1.8%	0.411	0.5%	95%	True	False	21,053
20	81.175	78.970	2.205	2.7%	0.397	0.5%	97%	True	False	19,754
40	81.175	78.835	2.340	2.9%	0.422	0.5%	97%	True	False	18,806
60	83.100	78.725	4.375	5.4%	0.438	0.5%	54%	False	False	14,118
80	84.610	78.725	5.885	7.3%	0.434	0.5%	40%	False	False	10,599
100	84.610	78.725	5.885	7.3%	0.400	0.5%	40%	False	False	8,482
120	84.610	78.725	5.885	7.3%	0.348	0.4%	40%	False	False	7,090

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.101
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.258
2.618	82.458
1.618	81.968
1.000	81.665
0.618	81.478
HIGH	81.175
0.618	80.988
0.500	80.930
0.382	80.872
LOW	80.685
0.618	80.382
1.000	80.195
1.618	79.892
2.618	79.402
4.250	78.603

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	81.042	80.989
PP	80.986	80.879
S1	80.930	80.770

Download as Excel Spreadsheet

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

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