ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	78.979	78.605	-0.374	-0.5%	77.875
High	78.979	78.870	-0.109	-0.1%	79.650
Low	78.979	78.605	-0.374	-0.5%	77.820
Close	78.979	79.083	0.104	0.1%	79.668
Range	0.000	0.265	0.265		1.830
ATR	0.521	0.511	-0.011	-2.0%	0.000
Volume	6	6	0	0.0%	34

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.648	79.630	79.229
R3	79.383	79.365	79.156
R2	79.118	79.118	79.132
R1	79.100	79.100	79.107	79.109
PP	78.853	78.853	78.853	78.857
S1	78.835	78.835	79.059	78.844
S2	78.588	78.588	79.034
S3	78.323	78.570	79.010
S4	78.058	78.305	78.937

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.536	83.932	80.675
R3	82.706	82.102	80.171
R2	80.876	80.876	80.004
R1	80.272	80.272	79.836	80.574
PP	79.046	79.046	79.046	79.197
S1	78.442	78.442	79.500	78.744
S2	77.216	77.216	79.333
S3	75.386	76.612	79.165
S4	73.556	74.782	78.662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.150	78.530	1.620	2.0%	0.289	0.4%	34%	False	False	6
10	80.150	77.262	2.888	3.7%	0.193	0.2%	63%	False	False	6
20	80.150	75.460	4.690	5.9%	0.112	0.1%	77%	False	False	78

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.996
2.618	79.564
1.618	79.299
1.000	79.135
0.618	79.034
HIGH	78.870
0.618	78.769
0.500	78.738
0.382	78.706
LOW	78.605
0.618	78.441
1.000	78.340
1.618	78.176
2.618	77.911
4.250	77.479

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	78.968	78.974
PP	78.853	78.864
S1	78.738	78.755

Download as Excel Spreadsheet

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

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