ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	81.400	81.765	0.365	0.4%	82.220
High	81.795	82.155	0.360	0.4%	82.320
Low	81.400	81.645	0.245	0.3%	81.150
Close	81.604	82.060	0.456	0.6%	81.400
Range	0.395	0.510	0.115	29.1%	1.170
ATR	0.484	0.489	0.005	1.0%	0.000
Volume	213	118	-95	-44.6%	645

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.483	83.282	82.341
R3	82.973	82.772	82.200
R2	82.463	82.463	82.154
R1	82.262	82.262	82.107	82.363
PP	81.953	81.953	81.953	82.004
S1	81.752	81.752	82.013	81.853
S2	81.443	81.443	81.967
S3	80.933	81.242	81.920
S4	80.423	80.732	81.780

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.133	84.437	82.044
R3	83.963	83.267	81.722
R2	82.793	82.793	81.615
R1	82.097	82.097	81.507	81.860
PP	81.623	81.623	81.623	81.505
S1	80.927	80.927	81.293	80.690
S2	80.453	80.453	81.186
S3	79.283	79.757	81.078
S4	78.113	78.587	80.757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.155	81.150	1.005	1.2%	0.417	0.5%	91%	True	False	176
10	82.795	81.150	1.645	2.0%	0.462	0.6%	55%	False	False	133
20	83.325	81.150	2.175	2.7%	0.435	0.5%	42%	False	False	111
40	85.220	80.950	4.270	5.2%	0.479	0.6%	26%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.105
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.323
2.618	83.490
1.618	82.980
1.000	82.665
0.618	82.470
HIGH	82.155
0.618	81.960
0.500	81.900
0.382	81.840
LOW	81.645
0.618	81.330
1.000	81.135
1.618	80.820
2.618	80.310
4.250	79.478

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	82.007	81.938
PP	81.953	81.815
S1	81.900	81.693

Download as Excel Spreadsheet

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

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