ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	81.150	81.205	0.055	0.1%	80.710
High	81.215	81.250	0.035	0.0%	81.175
Low	80.940	80.975	0.035	0.0%	80.365
Close	81.100	81.138	0.038	0.0%	81.098
Range	0.275	0.275	0.000	0.0%	0.810
ATR	0.389	0.381	-0.008	-2.1%	0.000
Volume	23,305	24,280	975	4.2%	121,645

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.946	81.817	81.289
R3	81.671	81.542	81.214
R2	81.396	81.396	81.188
R1	81.267	81.267	81.163	81.194
PP	81.121	81.121	81.121	81.085
S1	80.992	80.992	81.113	80.919
S2	80.846	80.846	81.088
S3	80.571	80.717	81.062
S4	80.296	80.442	80.987

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	80.685	0.635	0.8%	0.302	0.4%	71%	False	False	20,504
10	81.320	80.095	1.225	1.5%	0.371	0.5%	85%	False	False	22,865
20	81.320	79.370	1.950	2.4%	0.371	0.5%	91%	False	False	20,202
40	81.320	78.970	2.350	2.9%	0.404	0.5%	92%	False	False	18,847
60	82.130	78.725	3.405	4.2%	0.424	0.5%	71%	False	False	15,427
80	84.000	78.725	5.275	6.5%	0.433	0.5%	46%	False	False	11,581
100	84.610	78.725	5.885	7.3%	0.407	0.5%	41%	False	False	9,270
120	84.610	78.725	5.885	7.3%	0.356	0.4%	41%	False	False	7,747

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.115

Fibonacci Retracements and Extensions
4.250	82.419
2.618	81.970
1.618	81.695
1.000	81.525
0.618	81.420
HIGH	81.250
0.618	81.145
0.500	81.113
0.382	81.080
LOW	80.975
0.618	80.805
1.000	80.700
1.618	80.530
2.618	80.255
4.250	79.806

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	81.130	81.135
PP	81.121	81.133
S1	81.113	81.130

Download as Excel Spreadsheet

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

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