ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 25-Nov-2013

Day Change Summary
	Previous	Current
	22-Nov-2013	25-Nov-2013	Change	Change %	Previous Week
Open	81.040	80.720	-0.320	-0.4%	80.875
High	81.135	81.060	-0.075	-0.1%	81.335
Low	80.685	80.670	-0.015	0.0%	80.560
Close	80.742	80.963	0.221	0.3%	80.742
Range	0.450	0.390	-0.060	-13.3%	0.775
ATR	0.451	0.447	-0.004	-1.0%	0.000
Volume	14,670	14,884	214	1.5%	91,885

Daily Pivots for day following 25-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.068	81.905	81.178
R3	81.678	81.515	81.070
R2	81.288	81.288	81.035
R1	81.125	81.125	80.999	81.207
PP	80.898	80.898	80.898	80.938
S1	80.735	80.735	80.927	80.817
S2	80.508	80.508	80.892
S3	80.118	80.345	80.856
S4	79.728	79.955	80.749

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.204	82.748	81.168
R3	82.429	81.973	80.955
R2	81.654	81.654	80.884
R1	81.198	81.198	80.813	81.039
PP	80.879	80.879	80.879	80.799
S1	80.423	80.423	80.671	80.264
S2	80.104	80.104	80.600
S3	79.329	79.648	80.529
S4	78.554	78.873	80.316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.335	80.560	0.775	1.0%	0.417	0.5%	52%	False	False	18,604
10	81.545	80.560	0.985	1.2%	0.426	0.5%	41%	False	False	18,257
20	81.580	79.340	2.240	2.8%	0.476	0.6%	72%	False	False	20,624
40	81.580	79.060	2.520	3.1%	0.440	0.5%	76%	False	False	18,847
60	83.150	79.060	4.090	5.1%	0.442	0.5%	47%	False	False	18,447
80	83.150	79.060	4.090	5.1%	0.437	0.5%	47%	False	False	13,934
100	85.100	79.060	6.040	7.5%	0.444	0.5%	32%	False	False	11,165
120	85.220	79.060	6.160	7.6%	0.434	0.5%	31%	False	False	9,326

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.093
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.718
2.618	82.081
1.618	81.691
1.000	81.450
0.618	81.301
HIGH	81.060
0.618	80.911
0.500	80.865
0.382	80.819
LOW	80.670
0.618	80.429
1.000	80.280
1.618	80.039
2.618	79.649
4.250	79.013

Fisher Pivots for day following 25-Nov-2013
Pivot	1 day	3 day
R1	80.930	81.003
PP	80.898	80.989
S1	80.865	80.976

Download as Excel Spreadsheet

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

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