ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 16-Nov-2012

Day Change Summary
	Previous	Current
	15-Nov-2012	16-Nov-2012	Change	Change %	Previous Week
Open	81.400	81.420	0.020	0.0%	81.300
High	81.470	81.700	0.230	0.3%	81.700
Low	81.190	81.410	0.220	0.3%	81.190
Close	81.348	81.520	0.172	0.2%	81.520
Range	0.280	0.290	0.010	3.6%	0.510
ATR	0.289	0.293	0.005	1.6%	0.000
Volume	95	91	-4	-4.2%	304

Daily Pivots for day following 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.413	82.257	81.680
R3	82.123	81.967	81.600
R2	81.833	81.833	81.573
R1	81.677	81.677	81.547	81.755
PP	81.543	81.543	81.543	81.583
S1	81.387	81.387	81.493	81.465
S2	81.253	81.253	81.467
S3	80.963	81.097	81.440
S4	80.673	80.807	81.361

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.000	82.770	81.801
R3	82.490	82.260	81.660
R2	81.980	81.980	81.614
R1	81.750	81.750	81.567	81.865
PP	81.470	81.470	81.470	81.528
S1	81.240	81.240	81.473	81.355
S2	80.960	80.960	81.427
S3	80.450	80.730	81.380
S4	79.940	80.220	81.240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.700	81.190	0.510	0.6%	0.211	0.3%	65%	True	False	60
10	81.700	80.630	1.070	1.3%	0.285	0.3%	83%	True	False	152
20	81.700	79.750	1.950	2.4%	0.266	0.3%	91%	True	False	90
40	81.700	79.200	2.500	3.1%	0.229	0.3%	93%	True	False	62

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.063
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	82.933
2.618	82.459
1.618	82.169
1.000	81.990
0.618	81.879
HIGH	81.700
0.618	81.589
0.500	81.555
0.382	81.521
LOW	81.410
0.618	81.231
1.000	81.120
1.618	80.941
2.618	80.651
4.250	80.178

Fisher Pivots for day following 16-Nov-2012
Pivot	1 day	3 day
R1	81.555	81.495
PP	81.543	81.470
S1	81.532	81.445

Download as Excel Spreadsheet

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

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