ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	80.490	80.375	-0.115	-0.1%	79.810
High	80.490	80.375	-0.115	-0.1%	80.150
Low	80.490	79.875	-0.615	-0.8%	78.530
Close	80.584	79.865	-0.719	-0.9%	79.555
Range	0.000	0.500	0.500		1.620
ATR	0.483	0.499	0.016	3.3%	0.000
Volume	3	1	-2	-66.7%	31

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.538	81.202	80.140
R3	81.038	80.702	80.003
R2	80.538	80.538	79.957
R1	80.202	80.202	79.911	80.120
PP	80.038	80.038	80.038	79.998
S1	79.702	79.702	79.819	79.620
S2	79.538	79.538	79.773
S3	79.038	79.202	79.728
S4	78.538	78.702	79.590

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.272	83.533	80.446
R3	82.652	81.913	80.001
R2	81.032	81.032	79.852
R1	80.293	80.293	79.704	79.853
PP	79.412	79.412	79.412	79.191
S1	78.673	78.673	79.407	78.233
S2	77.792	77.792	79.258
S3	76.172	77.053	79.110
S4	74.552	75.433	78.664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.490	78.605	1.885	2.4%	0.223	0.3%	67%	False	False	3
10	80.490	78.530	1.960	2.5%	0.256	0.3%	68%	False	False	6
20	80.490	77.140	3.350	4.2%	0.154	0.2%	81%	False	False	78

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	0.034
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	82.500
2.618	81.684
1.618	81.184
1.000	80.875
0.618	80.684
HIGH	80.375
0.618	80.184
0.500	80.125
0.382	80.066
LOW	79.875
0.618	79.566
1.000	79.375
1.618	79.066
2.618	78.566
4.250	77.750

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	80.125	80.105
PP	80.038	80.025
S1	79.952	79.945

Download as Excel Spreadsheet

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

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