ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 12-Dec-2012

Day Change Summary
	Previous	Current
	11-Dec-2012	12-Dec-2012	Change	Change %	Previous Week
Open	80.320	80.070	-0.250	-0.3%	80.195
High	80.370	80.110	-0.260	-0.3%	80.975
Low	80.000	79.365	-0.635	-0.8%	79.565
Close	80.054	79.810	-0.244	-0.3%	80.402
Range	0.370	0.745	0.375	101.4%	1.410
ATR	0.404	0.429	0.024	6.0%	0.000
Volume	17,266	45,358	28,092	162.7%	120,648

Daily Pivots for day following 12-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.997	81.648	80.220
R3	81.252	80.903	80.015
R2	80.507	80.507	79.947
R1	80.158	80.158	79.878	79.960
PP	79.762	79.762	79.762	79.663
S1	79.413	79.413	79.742	79.215
S2	79.017	79.017	79.673
S3	78.272	78.668	79.605
S4	77.527	77.923	79.400

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	79.365	1.610	2.0%	0.552	0.7%	28%	False	True	28,050
10	80.975	79.365	1.610	2.0%	0.446	0.6%	28%	False	True	23,876
20	81.515	79.365	2.150	2.7%	0.400	0.5%	21%	False	True	21,508
40	81.515	78.970	2.545	3.2%	0.390	0.5%	33%	False	False	20,583
60	81.515	78.970	2.545	3.2%	0.411	0.5%	33%	False	False	19,711
80	82.770	78.725	4.045	5.1%	0.427	0.5%	27%	False	False	16,355
100	84.610	78.725	5.885	7.4%	0.426	0.5%	18%	False	False	13,092
120	84.610	78.725	5.885	7.4%	0.401	0.5%	18%	False	False	10,913

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	0.061
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.276
2.618	82.060
1.618	81.315
1.000	80.855
0.618	80.570
HIGH	80.110
0.618	79.825
0.500	79.738
0.382	79.650
LOW	79.365
0.618	78.905
1.000	78.620
1.618	78.160
2.618	77.415
4.250	76.199

Fisher Pivots for day following 12-Dec-2012
Pivot	1 day	3 day
R1	79.786	79.968
PP	79.762	79.915
S1	79.738	79.863

Download as Excel Spreadsheet

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

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