ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 11-Dec-2012

Day Change Summary
	Previous	Current
	10-Dec-2012	11-Dec-2012	Change	Change %	Previous Week
Open	80.540	80.320	-0.220	-0.3%	80.195
High	80.570	80.370	-0.200	-0.2%	80.975
Low	80.270	80.000	-0.270	-0.3%	79.565
Close	80.330	80.054	-0.276	-0.3%	80.402
Range	0.300	0.370	0.070	23.3%	1.410
ATR	0.407	0.404	-0.003	-0.6%	0.000
Volume	19,740	17,266	-2,474	-12.5%	120,648

Daily Pivots for day following 11-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.251	81.023	80.258
R3	80.881	80.653	80.156
R2	80.511	80.511	80.122
R1	80.283	80.283	80.088	80.212
PP	80.141	80.141	80.141	80.106
S1	79.913	79.913	80.020	79.842
S2	79.771	79.771	79.986
S3	79.401	79.543	79.952
S4	79.031	79.173	79.851

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.544	83.883	81.178
R3	83.134	82.473	80.790
R2	81.724	81.724	80.661
R1	81.063	81.063	80.531	81.394
PP	80.314	80.314	80.314	80.479
S1	79.653	79.653	80.273	79.984
S2	78.904	78.904	80.144
S3	77.494	78.243	80.014
S4	76.084	76.833	79.627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.975	79.565	1.410	1.8%	0.459	0.6%	35%	False	False	22,554
10	80.975	79.565	1.410	1.8%	0.405	0.5%	35%	False	False	20,933
20	81.515	79.565	1.950	2.4%	0.377	0.5%	25%	False	False	20,275
40	81.515	78.970	2.545	3.2%	0.383	0.5%	43%	False	False	19,927
60	81.515	78.970	2.545	3.2%	0.404	0.5%	43%	False	False	19,209
80	83.070	78.725	4.345	5.4%	0.421	0.5%	31%	False	False	15,788
100	84.610	78.725	5.885	7.4%	0.422	0.5%	23%	False	False	12,639
120	84.610	78.725	5.885	7.4%	0.397	0.5%	23%	False	False	10,535

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.068
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.943
2.618	81.339
1.618	80.969
1.000	80.740
0.618	80.599
HIGH	80.370
0.618	80.229
0.500	80.185
0.382	80.141
LOW	80.000
0.618	79.771
1.000	79.630
1.618	79.401
2.618	79.031
4.250	78.428

Fisher Pivots for day following 11-Dec-2012
Pivot	1 day	3 day
R1	80.185	80.488
PP	80.141	80.343
S1	80.098	80.199

Download as Excel Spreadsheet

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

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