ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 14-Dec-2012

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	79.900	79.955	0.055	0.1%	80.540
High	80.035	79.970	-0.065	-0.1%	80.570
Low	79.785	79.495	-0.290	-0.4%	79.365
Close	79.913	79.560	-0.353	-0.4%	79.560
Range	0.250	0.475	0.225	90.0%	1.205
ATR	0.416	0.420	0.004	1.0%	0.000
Volume	19,357	13,366	-5,991	-31.0%	115,087

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.100	80.805	79.821
R3	80.625	80.330	79.691
R2	80.150	80.150	79.647
R1	79.855	79.855	79.604	79.765
PP	79.675	79.675	79.675	79.630
S1	79.380	79.380	79.516	79.290
S2	79.200	79.200	79.473
S3	78.725	78.905	79.429
S4	78.250	78.430	79.299

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.447	82.708	80.223
R3	82.242	81.503	79.891
R2	81.037	81.037	79.781
R1	80.298	80.298	79.670	80.065
PP	79.832	79.832	79.832	79.715
S1	79.093	79.093	79.450	78.860
S2	78.627	78.627	79.339
S3	77.422	77.888	79.229
S4	76.217	76.683	78.897

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.570	79.365	1.205	1.5%	0.428	0.5%	16%	False	False	23,017
10	80.975	79.365	1.610	2.0%	0.453	0.6%	12%	False	False	23,573
20	81.515	79.365	2.150	2.7%	0.409	0.5%	9%	False	False	20,765
40	81.515	79.365	2.150	2.7%	0.390	0.5%	9%	False	False	20,483
60	81.515	78.970	2.545	3.2%	0.406	0.5%	23%	False	False	19,486
80	82.130	78.725	3.405	4.3%	0.421	0.5%	25%	False	False	16,761
100	84.000	78.725	5.275	6.6%	0.428	0.5%	16%	False	False	13,418
120	84.610	78.725	5.885	7.4%	0.407	0.5%	14%	False	False	11,186

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	0.055
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.989
2.618	81.214
1.618	80.739
1.000	80.445
0.618	80.264
HIGH	79.970
0.618	79.789
0.500	79.733
0.382	79.676
LOW	79.495
0.618	79.201
1.000	79.020
1.618	78.726
2.618	78.251
4.250	77.476

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	79.733	79.738
PP	79.675	79.678
S1	79.618	79.619

Download as Excel Spreadsheet

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

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