ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 12-Mar-2013

Day Change Summary
	Previous	Current
	11-Mar-2013	12-Mar-2013	Change	Change %	Previous Week
Open	83.020	82.915	-0.105	-0.1%	82.600
High	83.130	83.060	-0.070	-0.1%	83.160
Low	82.790	82.685	-0.105	-0.1%	82.165
Close	82.830	82.850	0.020	0.0%	82.961
Range	0.340	0.375	0.035	10.3%	0.995
ATR	0.463	0.457	-0.006	-1.4%	0.000
Volume	13,773	17,324	3,551	25.8%	14,146

Daily Pivots for day following 12-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.990	83.795	83.056
R3	83.615	83.420	82.953
R2	83.240	83.240	82.919
R1	83.045	83.045	82.884	82.955
PP	82.865	82.865	82.865	82.820
S1	82.670	82.670	82.816	82.580
S2	82.490	82.490	82.781
S3	82.115	82.295	82.747
S4	81.740	81.920	82.644

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.747	85.349	83.508
R3	84.752	84.354	83.235
R2	83.757	83.757	83.143
R1	83.359	83.359	83.052	83.558
PP	82.762	82.762	82.762	82.862
S1	82.364	82.364	82.870	82.563
S2	81.767	81.767	82.779
S3	80.772	81.369	82.687
S4	79.777	80.374	82.414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.160	82.175	0.985	1.2%	0.576	0.7%	69%	False	False	8,638
10	83.160	81.745	1.415	1.7%	0.518	0.6%	78%	False	False	4,673
20	83.160	80.180	2.980	3.6%	0.472	0.6%	90%	False	False	2,414
40	83.160	79.090	4.070	4.9%	0.379	0.5%	92%	False	False	1,231
60	83.160	79.090	4.070	4.9%	0.326	0.4%	92%	False	False	827
80	83.160	79.090	4.070	4.9%	0.248	0.3%	92%	False	False	645
100	83.160	79.090	4.070	4.9%	0.198	0.2%	92%	False	False	516

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	0.085
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.654
2.618	84.042
1.618	83.667
1.000	83.435
0.618	83.292
HIGH	83.060
0.618	82.917
0.500	82.873
0.382	82.828
LOW	82.685
0.618	82.453
1.000	82.310
1.618	82.078
2.618	81.703
4.250	81.091

Fisher Pivots for day following 12-Mar-2013
Pivot	1 day	3 day
R1	82.873	82.811
PP	82.865	82.772
S1	82.858	82.733

Download as Excel Spreadsheet

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

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