ICE US Dollar Index Future March 2013

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

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	80.230	80.170	-0.060	-0.1%	79.915
High	80.230	80.170	-0.060	-0.1%	80.150
Low	80.200	80.030	-0.170	-0.2%	79.480
Close	80.217	80.060	-0.157	-0.2%	79.623
Range	0.030	0.140	0.110	366.7%	0.670
ATR	0.287	0.280	-0.007	-2.5%	0.000
Volume	11	2	-9	-81.8%	237

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.507	80.423	80.137
R3	80.367	80.283	80.099
R2	80.227	80.227	80.086
R1	80.143	80.143	80.073	80.115
PP	80.087	80.087	80.087	80.073
S1	80.003	80.003	80.047	79.975
S2	79.947	79.947	80.034
S3	79.807	79.863	80.022
S4	79.667	79.723	79.983

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%	0.132	0.2%	65%	False	False	20
10	80.375	79.480	0.895	1.1%	0.169	0.2%	65%	False	False	35
20	80.375	78.945	1.430	1.8%	0.170	0.2%	78%	False	False	44

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 2 trading days

Fibonacci Retracements and Extensions
4.250	80.765
2.618	80.537
1.618	80.397
1.000	80.310
0.618	80.257
HIGH	80.170
0.618	80.117
0.500	80.100
0.382	80.083
LOW	80.030
0.618	79.943
1.000	79.890
1.618	79.803
2.618	79.663
4.250	79.435

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	80.100	80.203
PP	80.087	80.155
S1	80.073	80.108

Download as Excel Spreadsheet

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

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