ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 14-Mar-2013

Day Change Summary
	Previous	Current
	13-Mar-2013	14-Mar-2013	Change	Change %	Previous Week
Open	82.575	82.915	0.340	0.4%	82.355
High	83.070	83.180	0.110	0.1%	82.945
Low	82.350	82.440	0.090	0.1%	81.955
Close	82.902	82.623	-0.279	-0.3%	82.731
Range	0.720	0.740	0.020	2.8%	0.990
ATR	0.514	0.530	0.016	3.1%	0.000
Volume	50,325	36,804	-13,521	-26.9%	145,041

Daily Pivots for day following 14-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.968	84.535	83.030
R3	84.228	83.795	82.827
R2	83.488	83.488	82.759
R1	83.055	83.055	82.691	82.902
PP	82.748	82.748	82.748	82.671
S1	82.315	82.315	82.555	82.162
S2	82.008	82.008	82.487
S3	81.268	81.575	82.420
S4	80.528	80.835	82.216

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	83.180	82.105	1.075	1.3%	0.609	0.7%	48%	True	False	37,495
10	83.180	81.850	1.330	1.6%	0.571	0.7%	58%	True	False	32,829
20	83.180	80.145	3.035	3.7%	0.547	0.7%	82%	True	False	33,781
40	83.180	78.915	4.265	5.2%	0.474	0.6%	87%	True	False	30,739
60	83.180	78.915	4.265	5.2%	0.461	0.6%	87%	True	False	28,454
80	83.180	78.915	4.265	5.2%	0.441	0.5%	87%	True	False	22,550
100	83.180	78.915	4.265	5.2%	0.406	0.5%	87%	True	False	18,058
120	83.180	78.915	4.265	5.2%	0.370	0.4%	87%	True	False	15,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.124
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	86.325
2.618	85.117
1.618	84.377
1.000	83.920
0.618	83.637
HIGH	83.180
0.618	82.897
0.500	82.810
0.382	82.723
LOW	82.440
0.618	81.983
1.000	81.700
1.618	81.243
2.618	80.503
4.250	79.295

Fisher Pivots for day following 14-Mar-2013
Pivot	1 day	3 day
R1	82.810	82.765
PP	82.748	82.718
S1	82.685	82.670

Download as Excel Spreadsheet

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

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