ICE US Dollar Index Future June 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	82.915	82.825	-0.090	-0.1%	82.600
High	83.060	83.335	0.275	0.3%	83.160
Low	82.685	82.600	-0.085	-0.1%	82.165
Close	82.850	83.152	0.302	0.4%	82.961
Range	0.375	0.735	0.360	96.0%	0.995
ATR	0.457	0.477	0.020	4.3%	0.000
Volume	17,324	37,353	20,029	115.6%	14,146

Daily Pivots for day following 13-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.234	84.928	83.556
R3	84.499	84.193	83.354
R2	83.764	83.764	83.287
R1	83.458	83.458	83.219	83.611
PP	83.029	83.029	83.029	83.106
S1	82.723	82.723	83.085	82.876
S2	82.294	82.294	83.017
S3	81.559	81.988	82.950
S4	80.824	81.253	82.748

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	83.335	82.210	1.125	1.4%	0.585	0.7%	84%	True	False	15,822
10	83.335	81.745	1.590	1.9%	0.546	0.7%	88%	True	False	8,372
20	83.335	80.310	3.025	3.6%	0.498	0.6%	94%	True	False	4,276
40	83.335	79.090	4.245	5.1%	0.395	0.5%	96%	True	False	2,164
60	83.335	79.090	4.245	5.1%	0.338	0.4%	96%	True	False	1,448
80	83.335	79.090	4.245	5.1%	0.257	0.3%	96%	True	False	1,112
100	83.335	79.090	4.245	5.1%	0.206	0.2%	96%	True	False	890

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	0.103
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.459
2.618	85.259
1.618	84.524
1.000	84.070
0.618	83.789
HIGH	83.335
0.618	83.054
0.500	82.968
0.382	82.881
LOW	82.600
0.618	82.146
1.000	81.865
1.618	81.411
2.618	80.676
4.250	79.476

Fisher Pivots for day following 13-Mar-2013
Pivot	1 day	3 day
R1	83.091	83.091
PP	83.029	83.029
S1	82.968	82.968

Download as Excel Spreadsheet

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

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