ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	77.320	77.995	0.675	0.9%	78.875
High	77.875	78.150	0.275	0.4%	78.875
Low	77.210	77.700	0.490	0.6%	77.220
Close	77.853	77.842	-0.011	0.0%	77.317
Range	0.665	0.450	-0.215	-32.3%	1.655
ATR	0.518	0.513	-0.005	-0.9%	0.000
Volume	8	5	-3	-37.5%	73

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.247	78.995	78.090
R3	78.797	78.545	77.966
R2	78.347	78.347	77.925
R1	78.095	78.095	77.883	77.996
PP	77.897	77.897	77.897	77.848
S1	77.645	77.645	77.801	77.546
S2	77.447	77.447	77.760
S3	76.997	77.195	77.718
S4	76.547	76.745	77.595

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.769	81.698	78.227
R3	81.114	80.043	77.772
R2	79.459	79.459	77.620
R1	78.388	78.388	77.469	78.096
PP	77.804	77.804	77.804	77.658
S1	76.733	76.733	77.165	76.441
S2	76.149	76.149	77.014
S3	74.494	75.078	76.862
S4	72.839	73.423	76.407

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.150	77.210	0.940	1.2%	0.422	0.5%	67%	True	False	12
10	80.375	77.210	3.165	4.1%	0.370	0.5%	20%	False	False	9
20	80.490	77.210	3.280	4.2%	0.295	0.4%	19%	False	False	8

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.063
2.618	79.328
1.618	78.878
1.000	78.600
0.618	78.428
HIGH	78.150
0.618	77.978
0.500	77.925
0.382	77.872
LOW	77.700
0.618	77.422
1.000	77.250
1.618	76.972
2.618	76.522
4.250	75.788

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	77.925	77.788
PP	77.897	77.734
S1	77.870	77.680

Download as Excel Spreadsheet

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

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