ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	81.025	80.980	-0.045	-0.1%	81.105
High	81.075	81.300	0.225	0.3%	81.515
Low	80.845	80.945	0.100	0.1%	80.940
Close	81.000	80.966	-0.034	0.0%	81.310
Range	0.230	0.355	0.125	54.3%	0.575
ATR	0.379	0.378	-0.002	-0.5%	0.000
Volume	13,524	15,721	2,197	16.2%	107,640

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.135	81.906	81.161
R3	81.780	81.551	81.064
R2	81.425	81.425	81.031
R1	81.196	81.196	80.999	81.133
PP	81.070	81.070	81.070	81.039
S1	80.841	80.841	80.933	80.778
S2	80.715	80.715	80.901
S3	80.360	80.486	80.868
S4	80.005	80.131	80.771

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.980	82.720	81.626
R3	82.405	82.145	81.468
R2	81.830	81.830	81.415
R1	81.570	81.570	81.363	81.700
PP	81.255	81.255	81.255	81.320
S1	80.995	80.995	81.257	81.125
S2	80.680	80.680	81.205
S3	80.105	80.420	81.152
S4	79.530	79.845	80.994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.515	80.835	0.680	0.8%	0.348	0.4%	19%	False	False	19,974
10	81.515	80.685	0.830	1.0%	0.326	0.4%	34%	False	False	19,880
20	81.515	79.720	1.795	2.2%	0.371	0.5%	69%	False	False	20,352
40	81.515	78.970	2.545	3.1%	0.401	0.5%	78%	False	False	18,983
60	82.070	78.725	3.345	4.1%	0.428	0.5%	67%	False	False	16,681
80	83.945	78.725	5.220	6.4%	0.427	0.5%	43%	False	False	12,524
100	84.610	78.725	5.885	7.3%	0.410	0.5%	38%	False	False	10,025
120	84.610	78.725	5.885	7.3%	0.368	0.5%	38%	False	False	8,377

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.078
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.809
2.618	82.229
1.618	81.874
1.000	81.655
0.618	81.519
HIGH	81.300
0.618	81.164
0.500	81.123
0.382	81.081
LOW	80.945
0.618	80.726
1.000	80.590
1.618	80.371
2.618	80.016
4.250	79.436

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	81.123	81.068
PP	81.070	81.034
S1	81.018	81.000

Download as Excel Spreadsheet

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

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