ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	79.620	79.865	0.245	0.3%	80.230
High	79.845	80.320	0.475	0.6%	80.610
Low	79.565	79.725	0.160	0.2%	80.025
Close	79.764	80.253	0.489	0.6%	80.163
Range	0.280	0.595	0.315	112.5%	0.585
ATR	0.374	0.389	0.016	4.2%	0.000
Volume	17,874	25,640	7,766	43.4%	83,436

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.884	81.664	80.580
R3	81.289	81.069	80.417
R2	80.694	80.694	80.362
R1	80.474	80.474	80.308	80.584
PP	80.099	80.099	80.099	80.155
S1	79.879	79.879	80.198	79.989
S2	79.504	79.504	80.144
S3	78.909	79.284	80.089
S4	78.314	78.689	79.926

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	80.340	79.565	0.775	1.0%	0.390	0.5%	89%	False	False	20,866
10	80.760	79.565	1.195	1.5%	0.383	0.5%	58%	False	False	19,237
20	81.515	79.565	1.950	2.4%	0.354	0.4%	35%	False	False	19,558
40	81.515	78.970	2.545	3.2%	0.377	0.5%	50%	False	False	19,353
60	81.515	78.725	2.790	3.5%	0.409	0.5%	55%	False	False	19,394
80	83.105	78.725	4.380	5.5%	0.415	0.5%	35%	False	False	14,923
100	84.610	78.725	5.885	7.3%	0.414	0.5%	26%	False	False	11,947
120	84.610	78.725	5.885	7.3%	0.392	0.5%	26%	False	False	9,959

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.066
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	82.849
2.618	81.878
1.618	81.283
1.000	80.915
0.618	80.688
HIGH	80.320
0.618	80.093
0.500	80.023
0.382	79.952
LOW	79.725
0.618	79.357
1.000	79.130
1.618	78.762
2.618	78.167
4.250	77.196

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	80.176	80.150
PP	80.099	80.046
S1	80.023	79.943

Download as Excel Spreadsheet

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

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