ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 03-Dec-2013

Day Change Summary
	Previous	Current
	02-Dec-2013	03-Dec-2013	Change	Change %	Previous Week
Open	80.685	80.950	0.265	0.3%	80.720
High	80.990	81.015	0.025	0.0%	81.060
Low	80.510	80.510	0.000	0.0%	80.495
Close	80.942	80.618	-0.324	-0.4%	80.657
Range	0.480	0.505	0.025	5.2%	0.565
ATR	0.422	0.428	0.006	1.4%	0.000
Volume	19,884	17,507	-2,377	-12.0%	63,390

Daily Pivots for day following 03-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.229	81.929	80.896
R3	81.724	81.424	80.757
R2	81.219	81.219	80.711
R1	80.919	80.919	80.664	80.817
PP	80.714	80.714	80.714	80.663
S1	80.414	80.414	80.572	80.312
S2	80.209	80.209	80.525
S3	79.704	79.909	80.479
S4	79.199	79.404	80.340

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.432	82.110	80.968
R3	81.867	81.545	80.812
R2	81.302	81.302	80.761
R1	80.980	80.980	80.709	80.859
PP	80.737	80.737	80.737	80.677
S1	80.415	80.415	80.605	80.294
S2	80.172	80.172	80.553
S3	79.607	79.850	80.502
S4	79.042	79.285	80.346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.015	80.495	0.520	0.6%	0.364	0.5%	24%	True	False	17,179
10	81.335	80.495	0.840	1.0%	0.391	0.5%	15%	False	False	17,891
20	81.580	80.455	1.125	1.4%	0.443	0.5%	14%	False	False	19,453
40	81.580	79.060	2.520	3.1%	0.435	0.5%	62%	False	False	18,681
60	82.185	79.060	3.125	3.9%	0.425	0.5%	50%	False	False	19,501
80	83.150	79.060	4.090	5.1%	0.435	0.5%	38%	False	False	14,998
100	83.480	79.060	4.420	5.5%	0.437	0.5%	35%	False	False	12,020
120	85.220	79.060	6.160	7.6%	0.448	0.6%	25%	False	False	10,025

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.103
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	83.161
2.618	82.337
1.618	81.832
1.000	81.520
0.618	81.327
HIGH	81.015
0.618	80.822
0.500	80.763
0.382	80.703
LOW	80.510
0.618	80.198
1.000	80.005
1.618	79.693
2.618	79.188
4.250	78.364

Fisher Pivots for day following 03-Dec-2013
Pivot	1 day	3 day
R1	80.763	80.755
PP	80.714	80.709
S1	80.666	80.664

Download as Excel Spreadsheet

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

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