ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	83.620	83.450	-0.170	-0.2%	83.115
High	83.620	84.060	0.440	0.5%	83.785
Low	83.580	83.450	-0.130	-0.2%	82.700
Close	83.473	83.979	0.506	0.6%	83.596
Range	0.040	0.610	0.570	1,425.0%	1.085
ATR	0.360	0.378	0.018	5.0%	0.000
Volume	5	51	46	920.0%	405

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.660	85.429	84.315
R3	85.050	84.819	84.147
R2	84.440	84.440	84.091
R1	84.209	84.209	84.035	84.325
PP	83.830	83.830	83.830	83.887
S1	83.599	83.599	83.923	83.715
S2	83.220	83.220	83.867
S3	82.610	82.989	83.811
S4	82.000	82.379	83.644

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	86.615	86.191	84.193
R3	85.530	85.106	83.894
R2	84.445	84.445	83.795
R1	84.021	84.021	83.695	84.233
PP	83.360	83.360	83.360	83.467
S1	82.936	82.936	83.497	83.148
S2	82.275	82.275	83.397
S3	81.190	81.851	83.298
S4	80.105	80.766	82.999

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.060	83.055	1.005	1.2%	0.349	0.4%	92%	True	False	28
10	84.060	80.950	3.110	3.7%	0.501	0.6%	97%	True	False	53
20	84.060	80.950	3.110	3.7%	0.323	0.4%	97%	True	False	127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.069
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	86.653
2.618	85.657
1.618	85.047
1.000	84.670
0.618	84.437
HIGH	84.060
0.618	83.827
0.500	83.755
0.382	83.683
LOW	83.450
0.618	83.073
1.000	82.840
1.618	82.463
2.618	81.853
4.250	80.858

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	83.904	83.879
PP	83.830	83.780
S1	83.755	83.680

Download as Excel Spreadsheet

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

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