ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	81.105	81.190	0.085	0.1%	80.710
High	81.170	81.320	0.150	0.2%	81.175
Low	80.985	81.035	0.050	0.1%	80.365
Close	81.106	81.140	0.034	0.0%	81.098
Range	0.185	0.285	0.100	54.1%	0.810
ATR	0.406	0.397	-0.009	-2.1%	0.000
Volume	10,513	20,689	10,176	96.8%	121,645

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.020	81.865	81.297
R3	81.735	81.580	81.218
R2	81.450	81.450	81.192
R1	81.295	81.295	81.166	81.230
PP	81.165	81.165	81.165	81.133
S1	81.010	81.010	81.114	80.945
S2	80.880	80.880	81.088
S3	80.595	80.725	81.062
S4	80.310	80.440	80.983

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	81.320	80.365	0.955	1.2%	0.381	0.5%	81%	True	False	22,073
10	81.320	79.720	1.600	2.0%	0.376	0.5%	89%	True	False	21,571
20	81.320	78.970	2.350	2.9%	0.380	0.5%	92%	True	False	19,657
40	81.320	78.970	2.350	2.9%	0.417	0.5%	92%	True	False	18,812
60	82.770	78.725	4.045	5.0%	0.436	0.5%	60%	False	False	14,637
80	84.610	78.725	5.885	7.3%	0.432	0.5%	41%	False	False	10,988
100	84.610	78.725	5.885	7.3%	0.401	0.5%	41%	False	False	8,794
120	84.610	78.725	5.885	7.3%	0.352	0.4%	41%	False	False	7,350

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.115
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.531
2.618	82.066
1.618	81.781
1.000	81.605
0.618	81.496
HIGH	81.320
0.618	81.211
0.500	81.178
0.382	81.144
LOW	81.035
0.618	80.859
1.000	80.750
1.618	80.574
2.618	80.289
4.250	79.824

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	81.178	81.094
PP	81.165	81.048
S1	81.153	81.003

Download as Excel Spreadsheet

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

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