ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 03-Dec-2012

Day Change Summary
	Previous	Current
	30-Nov-2012	03-Dec-2012	Change	Change %	Previous Week
Open	80.195	80.195	0.000	0.0%	80.230
High	80.340	80.215	-0.125	-0.2%	80.610
Low	80.030	79.780	-0.250	-0.3%	80.025
Close	80.163	79.872	-0.291	-0.4%	80.163
Range	0.310	0.435	0.125	40.3%	0.585
ATR	0.381	0.385	0.004	1.0%	0.000
Volume	15,934	23,558	7,624	47.8%	83,436

Daily Pivots for day following 03-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.261	81.001	80.111
R3	80.826	80.566	79.992
R2	80.391	80.391	79.952
R1	80.131	80.131	79.912	80.044
PP	79.956	79.956	79.956	79.912
S1	79.696	79.696	79.832	79.609
S2	79.521	79.521	79.792
S3	79.086	79.261	79.752
S4	78.651	78.826	79.633

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.021	81.677	80.485
R3	81.436	81.092	80.324
R2	80.851	80.851	80.270
R1	80.507	80.507	80.217	80.387
PP	80.266	80.266	80.266	80.206
S1	79.922	79.922	80.109	79.802
S2	79.681	79.681	80.056
S3	79.096	79.337	80.002
S4	78.511	78.752	79.841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.610	79.780	0.830	1.0%	0.371	0.5%	11%	False	True	18,768
10	81.300	79.780	1.520	1.9%	0.365	0.5%	6%	False	True	17,427
20	81.515	79.780	1.735	2.2%	0.357	0.4%	5%	False	True	20,178
40	81.515	78.970	2.545	3.2%	0.382	0.5%	35%	False	False	19,023
60	81.515	78.725	2.790	3.5%	0.413	0.5%	41%	False	False	18,707
80	83.250	78.725	4.525	5.7%	0.407	0.5%	25%	False	False	14,114
100	84.610	78.725	5.885	7.4%	0.416	0.5%	19%	False	False	11,299
120	84.610	78.725	5.885	7.4%	0.390	0.5%	19%	False	False	9,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.055
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	82.064
2.618	81.354
1.618	80.919
1.000	80.650
0.618	80.484
HIGH	80.215
0.618	80.049
0.500	79.998
0.382	79.946
LOW	79.780
0.618	79.511
1.000	79.345
1.618	79.076
2.618	78.641
4.250	77.931

Fisher Pivots for day following 03-Dec-2012
Pivot	1 day	3 day
R1	79.998	80.073
PP	79.956	80.006
S1	79.914	79.939

Download as Excel Spreadsheet

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

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