ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 13-Mar-2013

Day Change Summary
	Previous	Current
	12-Mar-2013	13-Mar-2013	Change	Change %	Previous Week
Open	82.675	82.575	-0.100	-0.1%	82.355
High	82.815	83.070	0.255	0.3%	82.945
Low	82.425	82.350	-0.075	-0.1%	81.955
Close	82.595	82.902	0.307	0.4%	82.731
Range	0.390	0.720	0.330	84.6%	0.990
ATR	0.498	0.514	0.016	3.2%	0.000
Volume	30,033	50,325	20,292	67.6%	145,041

Daily Pivots for day following 13-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.934	84.638	83.298
R3	84.214	83.918	83.100
R2	83.494	83.494	83.034
R1	83.198	83.198	82.968	83.346
PP	82.774	82.774	82.774	82.848
S1	82.478	82.478	82.836	82.626
S2	82.054	82.054	82.770
S3	81.334	81.758	82.704
S4	80.614	81.038	82.506

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.514	85.112	83.276
R3	84.524	84.122	83.003
R2	83.534	83.534	82.913
R1	83.132	83.132	82.822	83.333
PP	82.544	82.544	82.544	82.644
S1	82.142	82.142	82.640	82.343
S2	81.554	81.554	82.550
S3	80.564	81.152	82.459
S4	79.574	80.162	82.187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.070	81.995	1.075	1.3%	0.586	0.7%	84%	True	False	37,168
10	83.070	81.535	1.535	1.9%	0.551	0.7%	89%	True	False	31,948
20	83.070	79.915	3.155	3.8%	0.527	0.6%	95%	True	False	33,365
40	83.070	78.915	4.155	5.0%	0.468	0.6%	96%	True	False	30,649
60	83.070	78.915	4.155	5.0%	0.456	0.6%	96%	True	False	28,342
80	83.070	78.915	4.155	5.0%	0.435	0.5%	96%	True	False	22,091
100	83.070	78.915	4.155	5.0%	0.402	0.5%	96%	True	False	17,691
120	83.070	78.915	4.155	5.0%	0.364	0.4%	96%	True	False	14,747

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	0.105
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.130
2.618	84.955
1.618	84.235
1.000	83.790
0.618	83.515
HIGH	83.070
0.618	82.795
0.500	82.710
0.382	82.625
LOW	82.350
0.618	81.905
1.000	81.630
1.618	81.185
2.618	80.465
4.250	79.290

Fisher Pivots for day following 13-Mar-2013
Pivot	1 day	3 day
R1	82.838	82.838
PP	82.774	82.774
S1	82.710	82.710

Download as Excel Spreadsheet

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

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