ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	81.190	81.190	0.000	0.0%	81.300
High	81.255	81.420	0.165	0.2%	81.700
Low	81.100	81.100	0.000	0.0%	81.190
Close	81.190	81.136	-0.054	-0.1%	81.520
Range	0.155	0.320	0.165	106.5%	0.510
ATR	0.297	0.298	0.002	0.6%	0.000
Volume	359	187	-172	-47.9%	304

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.179	81.977	81.312
R3	81.859	81.657	81.224
R2	81.539	81.539	81.195
R1	81.337	81.337	81.165	81.278
PP	81.219	81.219	81.219	81.189
S1	81.017	81.017	81.107	80.958
S2	80.899	80.899	81.077
S3	80.579	80.697	81.048
S4	80.259	80.377	80.960

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	81.025	0.675	0.8%	0.299	0.4%	16%	False	False	155
10	81.700	80.965	0.735	0.9%	0.261	0.3%	23%	False	False	179
20	81.700	80.000	1.700	2.1%	0.268	0.3%	67%	False	False	114
40	81.700	79.200	2.500	3.1%	0.245	0.3%	77%	False	False	76

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	0.049
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.780
2.618	82.258
1.618	81.938
1.000	81.740
0.618	81.618
HIGH	81.420
0.618	81.298
0.500	81.260
0.382	81.222
LOW	81.100
0.618	80.902
1.000	80.780
1.618	80.582
2.618	80.262
4.250	79.740

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	81.260	81.250
PP	81.219	81.212
S1	81.177	81.174

Download as Excel Spreadsheet

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

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