ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	80.400	80.275	-0.125	-0.2%	81.475
High	80.570	80.695	0.125	0.2%	81.475
Low	80.400	80.270	-0.130	-0.2%	80.380
Close	80.471	80.635	0.164	0.2%	80.436
Range	0.170	0.425	0.255	150.0%	1.095
ATR	0.320	0.327	0.008	2.3%	0.000
Volume	616	140	-476	-77.3%	887

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.808	81.647	80.869
R3	81.383	81.222	80.752
R2	80.958	80.958	80.713
R1	80.797	80.797	80.674	80.878
PP	80.533	80.533	80.533	80.574
S1	80.372	80.372	80.596	80.453
S2	80.108	80.108	80.557
S3	79.683	79.947	80.518
S4	79.258	79.522	80.401

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.049	83.337	81.038
R3	82.954	82.242	80.737
R2	81.859	81.859	80.637
R1	81.147	81.147	80.536	80.956
PP	80.764	80.764	80.764	80.668
S1	80.052	80.052	80.336	79.861
S2	79.669	79.669	80.235
S3	78.574	78.957	80.135
S4	77.479	77.862	79.834

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.420	80.270	1.150	1.4%	0.332	0.4%	32%	False	True	247
10	81.700	80.270	1.430	1.8%	0.301	0.4%	26%	False	True	188
20	81.700	80.000	1.700	2.1%	0.293	0.4%	37%	False	False	161
40	81.700	79.200	2.500	3.1%	0.258	0.3%	57%	False	False	98

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.501
2.618	81.808
1.618	81.383
1.000	81.120
0.618	80.958
HIGH	80.695
0.618	80.533
0.500	80.483
0.382	80.432
LOW	80.270
0.618	80.007
1.000	79.845
1.618	79.582
2.618	79.157
4.250	78.464

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	80.584	80.621
PP	80.533	80.607
S1	80.483	80.593

Download as Excel Spreadsheet

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

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