ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 01-Oct-2012

Day Change Summary
	Previous	Current
	28-Sep-2012	01-Oct-2012	Change	Change %	Previous Week
Open	79.665	79.915	0.250	0.3%	79.800
High	80.015	80.005	-0.010	0.0%	80.310
Low	79.650	79.870	0.220	0.3%	79.650
Close	80.225	80.099	-0.126	-0.2%	80.225
Range	0.365	0.135	-0.230	-63.0%	0.660
ATR	0.291	0.296	0.005	1.6%	0.000
Volume	47	63	16	34.0%	60

Daily Pivots for day following 01-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.396	80.383	80.173
R3	80.261	80.248	80.136
R2	80.126	80.126	80.124
R1	80.113	80.113	80.111	80.120
PP	79.991	79.991	79.991	79.995
S1	79.978	79.978	80.087	79.985
S2	79.856	79.856	80.074
S3	79.721	79.843	80.062
S4	79.586	79.708	80.025

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.042	81.793	80.588
R3	81.382	81.133	80.407
R2	80.722	80.722	80.346
R1	80.473	80.473	80.286	80.598
PP	80.062	80.062	80.062	80.124
S1	79.813	79.813	80.165	79.938
S2	79.402	79.402	80.104
S3	78.742	79.153	80.044
S4	78.082	78.493	79.862

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.310	79.650	0.660	0.8%	0.226	0.3%	68%	False	False	24
10	80.310	79.337	0.973	1.2%	0.116	0.1%	78%	False	False	13

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	80.579
2.618	80.358
1.618	80.223
1.000	80.140
0.618	80.088
HIGH	80.005
0.618	79.953
0.500	79.938
0.382	79.922
LOW	79.870
0.618	79.787
1.000	79.735
1.618	79.652
2.618	79.517
4.250	79.296

Fisher Pivots for day following 01-Oct-2012
Pivot	1 day	3 day
R1	80.045	80.024
PP	79.991	79.950
S1	79.938	79.875

Download as Excel Spreadsheet

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

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