ICE US Dollar Index Future June 2013

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

Day Change Summary
	Previous	Current
	20-Dec-2012	21-Dec-2012	Change	Change %	Previous Week
Open	79.430	79.640	0.210	0.3%	79.720
High	79.430	79.775	0.345	0.4%	79.775
Low	79.430	79.640	0.210	0.3%	79.145
Close	79.430	79.807	0.377	0.5%	79.807
Range	0.000	0.135	0.135		0.630
ATR	0.207	0.216	0.010	4.8%	0.000
Volume	4	4	0	0.0%	69

Daily Pivots for day following 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.146	80.111	79.881
R3	80.011	79.976	79.844
R2	79.876	79.876	79.832
R1	79.841	79.841	79.819	79.859
PP	79.741	79.741	79.741	79.749
S1	79.706	79.706	79.795	79.724
S2	79.606	79.606	79.782
S3	79.471	79.571	79.770
S4	79.336	79.436	79.733

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.466	81.266	80.154
R3	80.836	80.636	79.980
R2	80.206	80.206	79.923
R1	80.006	80.006	79.865	80.106
PP	79.576	79.576	79.576	79.626
S1	79.376	79.376	79.749	79.476
S2	78.946	78.946	79.692
S3	78.316	78.746	79.634
S4	77.686	78.116	79.461

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.775	79.145	0.630	0.8%	0.125	0.2%	105%	True	False	13
10	80.635	79.145	1.490	1.9%	0.093	0.1%	44%	False	False	206
20	80.875	79.145	1.730	2.2%	0.046	0.1%	38%	False	False	103
40	81.760	79.145	2.615	3.3%	0.023	0.0%	25%	False	False	52

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	0.000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.349
2.618	80.128
1.618	79.993
1.000	79.910
0.618	79.858
HIGH	79.775
0.618	79.723
0.500	79.708
0.382	79.692
LOW	79.640
0.618	79.557
1.000	79.505
1.618	79.422
2.618	79.287
4.250	79.066

Fisher Pivots for day following 21-Dec-2012
Pivot	1 day	3 day
R1	79.774	79.691
PP	79.741	79.576
S1	79.708	79.460

Download as Excel Spreadsheet

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

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