ICE US Dollar Index Future March 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	79.800	79.640	-0.160	-0.2%	79.855
High	79.850	79.695	-0.155	-0.2%	80.285
Low	79.550	79.275	-0.275	-0.3%	79.440
Close	79.612	79.626	0.014	0.0%	79.722
Range	0.300	0.420	0.120	40.0%	0.845
ATR	0.356	0.360	0.005	1.3%	0.000
Volume	33,357	26,535	-6,822	-20.5%	115,447

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	80.792	80.629	79.857
R3	80.372	80.209	79.742
R2	79.952	79.952	79.703
R1	79.789	79.789	79.665	79.661
PP	79.532	79.532	79.532	79.468
S1	79.369	79.369	79.588	79.241
S2	79.112	79.112	79.549
S3	78.692	78.949	79.511
S4	78.272	78.529	79.395

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.351	81.881	80.187
R3	81.506	81.036	79.954
R2	80.661	80.661	79.877
R1	80.191	80.191	79.799	80.004
PP	79.816	79.816	79.816	79.722
S1	79.346	79.346	79.645	79.159
S2	78.971	78.971	79.567
S3	78.126	78.501	79.490
S4	77.281	77.656	79.257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.940	79.275	0.665	0.8%	0.312	0.4%	53%	False	True	25,452
10	80.325	79.275	1.050	1.3%	0.366	0.5%	33%	False	True	24,673
20	80.750	79.275	1.475	1.9%	0.347	0.4%	24%	False	True	21,464
40	81.525	79.275	2.250	2.8%	0.375	0.5%	16%	False	True	21,388
60	81.525	79.275	2.250	2.8%	0.385	0.5%	16%	False	True	21,135
80	81.525	79.275	2.250	2.8%	0.381	0.5%	16%	False	True	17,152
100	81.735	79.275	2.460	3.1%	0.377	0.5%	14%	False	True	13,743
120	81.735	79.275	2.460	3.1%	0.362	0.5%	14%	False	True	11,458

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 5 trading days

Fibonacci Retracements and Extensions
4.250	81.480
2.618	80.795
1.618	80.375
1.000	80.115
0.618	79.955
HIGH	79.695
0.618	79.535
0.500	79.485
0.382	79.435
LOW	79.275
0.618	79.015
1.000	78.855
1.618	78.595
2.618	78.175
4.250	77.490

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	79.579	79.620
PP	79.532	79.614
S1	79.485	79.608

Download as Excel Spreadsheet

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

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