ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 30-Oct-2013

Day Change Summary
	Previous	Current
	29-Oct-2013	30-Oct-2013	Change	Change %	Previous Week
Open	79.385	79.700	0.315	0.4%	79.730
High	79.740	79.975	0.235	0.3%	79.875
Low	79.340	79.485	0.145	0.2%	79.060
Close	79.670	79.837	0.167	0.2%	79.246
Range	0.400	0.490	0.090	22.5%	0.815
ATR	0.402	0.408	0.006	1.6%	0.000
Volume	18,072	16,307	-1,765	-9.8%	70,179

Daily Pivots for day following 30-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.236	81.026	80.107
R3	80.746	80.536	79.972
R2	80.256	80.256	79.927
R1	80.046	80.046	79.882	80.151
PP	79.766	79.766	79.766	79.818
S1	79.556	79.556	79.792	79.661
S2	79.276	79.276	79.747
S3	78.786	79.066	79.702
S4	78.296	78.576	79.568

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.839	81.357	79.694
R3	81.024	80.542	79.470
R2	80.209	80.209	79.395
R1	79.727	79.727	79.321	79.561
PP	79.394	79.394	79.394	79.310
S1	78.912	78.912	79.171	78.746
S2	78.579	78.579	79.097
S3	77.764	78.097	79.022
S4	76.949	77.282	78.798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.975	79.060	0.915	1.1%	0.338	0.4%	85%	True	False	14,107
10	80.650	79.060	1.590	2.0%	0.400	0.5%	49%	False	False	15,449
20	80.865	79.060	1.805	2.3%	0.402	0.5%	43%	False	False	16,317
40	83.150	79.060	4.090	5.1%	0.427	0.5%	19%	False	False	18,166
60	83.150	79.060	4.090	5.1%	0.424	0.5%	19%	False	False	12,274
80	83.725	79.060	4.665	5.8%	0.434	0.5%	17%	False	False	9,229
100	85.220	79.060	6.160	7.7%	0.435	0.5%	13%	False	False	7,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.081
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	82.058
2.618	81.258
1.618	80.768
1.000	80.465
0.618	80.278
HIGH	79.975
0.618	79.788
0.500	79.730
0.382	79.672
LOW	79.485
0.618	79.182
1.000	78.995
1.618	78.692
2.618	78.202
4.250	77.403

Fisher Pivots for day following 30-Oct-2013
Pivot	1 day	3 day
R1	79.801	79.755
PP	79.766	79.672
S1	79.730	79.590

Download as Excel Spreadsheet

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

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