ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	81.800	81.720	-0.080	-0.1%	83.355
High	82.090	81.750	-0.340	-0.4%	83.415
Low	81.590	81.025	-0.565	-0.7%	81.065
Close	81.651	81.110	-0.541	-0.7%	81.660
Range	0.500	0.725	0.225	45.0%	2.350
ATR	0.700	0.702	0.002	0.3%	0.000
Volume	54,888	59,581	4,693	8.6%	299,008

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.470	83.015	81.509
R3	82.745	82.290	81.309
R2	82.020	82.020	81.243
R1	81.565	81.565	81.176	81.430
PP	81.295	81.295	81.295	81.228
S1	80.840	80.840	81.044	80.705
S2	80.570	80.570	80.977
S3	79.845	80.115	80.911
S4	79.120	79.390	80.711

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	89.097	87.728	82.953
R3	86.747	85.378	82.306
R2	84.397	84.397	82.091
R1	83.028	83.028	81.875	82.538
PP	82.047	82.047	82.047	81.801
S1	80.678	80.678	81.445	80.188
S2	79.697	79.697	81.229
S3	77.347	78.328	81.014
S4	74.997	75.978	80.368

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.910	81.025	1.885	2.3%	0.806	1.0%	5%	False	True	67,637
10	84.430	81.025	3.405	4.2%	0.761	0.9%	2%	False	True	55,135
20	84.595	81.025	3.570	4.4%	0.720	0.9%	2%	False	True	50,635
40	84.595	81.025	3.570	4.4%	0.647	0.8%	2%	False	True	40,870
60	84.595	81.025	3.570	4.4%	0.607	0.7%	2%	False	True	35,821
80	84.595	80.550	4.045	5.0%	0.586	0.7%	14%	False	False	29,138
100	84.595	79.090	5.505	6.8%	0.530	0.7%	37%	False	False	23,322
120	84.595	79.090	5.505	6.8%	0.480	0.6%	37%	False	False	19,437

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	0.107
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.831
2.618	83.648
1.618	82.923
1.000	82.475
0.618	82.198
HIGH	81.750
0.618	81.473
0.500	81.388
0.382	81.302
LOW	81.025
0.618	80.577
1.000	80.300
1.618	79.852
2.618	79.127
4.250	77.944

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	81.388	81.558
PP	81.295	81.408
S1	81.203	81.259

Download as Excel Spreadsheet

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

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