ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 12-Dec-2013

Day Change Summary
	Previous	Current
	11-Dec-2013	12-Dec-2013	Change	Change %	Previous Week
Open	79.990	79.965	-0.025	0.0%	80.685
High	80.055	80.250	0.195	0.2%	81.015
Low	79.755	79.850	0.095	0.1%	80.220
Close	79.890	80.208	0.318	0.4%	80.315
Range	0.300	0.400	0.100	33.3%	0.795
ATR	0.406	0.406	0.000	-0.1%	0.000
Volume	29,720	22,430	-7,290	-24.5%	116,745

Daily Pivots for day following 12-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.303	81.155	80.428
R3	80.903	80.755	80.318
R2	80.503	80.503	80.281
R1	80.355	80.355	80.245	80.429
PP	80.103	80.103	80.103	80.140
S1	79.955	79.955	80.171	80.029
S2	79.703	79.703	80.135
S3	79.303	79.555	80.098
S4	78.903	79.155	79.988

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.902	82.403	80.752
R3	82.107	81.608	80.534
R2	81.312	81.312	80.461
R1	80.813	80.813	80.388	80.665
PP	80.517	80.517	80.517	80.443
S1	80.018	80.018	80.242	79.870
S2	79.722	79.722	80.169
S3	78.927	79.223	80.096
S4	78.132	78.428	79.878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.640	79.755	0.885	1.1%	0.331	0.4%	51%	False	False	22,888
10	81.015	79.755	1.260	1.6%	0.384	0.5%	36%	False	False	21,843
20	81.335	79.755	1.580	2.0%	0.386	0.5%	29%	False	False	19,870
40	81.580	79.060	2.520	3.1%	0.428	0.5%	46%	False	False	19,743
60	81.580	79.060	2.520	3.1%	0.414	0.5%	46%	False	False	19,513
80	83.150	79.060	4.090	5.1%	0.428	0.5%	28%	False	False	17,117
100	83.150	79.060	4.090	5.1%	0.431	0.5%	28%	False	False	13,726
120	85.220	79.060	6.160	7.7%	0.437	0.5%	19%	False	False	11,449

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	0.098
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.950
2.618	81.297
1.618	80.897
1.000	80.650
0.618	80.497
HIGH	80.250
0.618	80.097
0.500	80.050
0.382	80.003
LOW	79.850
0.618	79.603
1.000	79.450
1.618	79.203
2.618	78.803
4.250	78.150

Fisher Pivots for day following 12-Dec-2013
Pivot	1 day	3 day
R1	80.155	80.140
PP	80.103	80.071
S1	80.050	80.003

Download as Excel Spreadsheet

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

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