ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 09-Oct-2012

Day Change Summary
	Previous	Current
	08-Oct-2012	09-Oct-2012	Change	Change %	Previous Week
Open	79.820	80.200	0.380	0.5%	79.915
High	79.975	80.375	0.400	0.5%	80.150
Low	79.820	80.200	0.380	0.5%	79.480
Close	79.832	80.264	0.432	0.5%	79.623
Range	0.155	0.175	0.020	12.9%	0.670
ATR	0.285	0.304	0.018	6.4%	0.000
Volume	15	43	28	186.7%	237

Daily Pivots for day following 09-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.805	80.709	80.360
R3	80.630	80.534	80.312
R2	80.455	80.455	80.296
R1	80.359	80.359	80.280	80.407
PP	80.280	80.280	80.280	80.304
S1	80.184	80.184	80.248	80.232
S2	80.105	80.105	80.232
S3	79.930	80.009	80.216
S4	79.755	79.834	80.168

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.761	81.362	79.992
R3	81.091	80.692	79.807
R2	80.421	80.421	79.746
R1	80.022	80.022	79.684	79.887
PP	79.751	79.751	79.751	79.683
S1	79.352	79.352	79.562	79.217
S2	79.081	79.081	79.500
S3	78.411	78.682	79.439
S4	77.741	78.012	79.255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.375	79.480	0.895	1.1%	0.204	0.3%	88%	True	False	32
10	80.375	79.480	0.895	1.1%	0.215	0.3%	88%	True	False	34
20	80.375	78.945	1.430	1.8%	0.162	0.2%	92%	True	False	93

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	0.006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.119
2.618	80.833
1.618	80.658
1.000	80.550
0.618	80.483
HIGH	80.375
0.618	80.308
0.500	80.288
0.382	80.267
LOW	80.200
0.618	80.092
1.000	80.025
1.618	79.917
2.618	79.742
4.250	79.456

Fisher Pivots for day following 09-Oct-2012
Pivot	1 day	3 day
R1	80.288	80.152
PP	80.280	80.040
S1	80.272	79.928

Download as Excel Spreadsheet

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

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