ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	20-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	79.510	79.615	0.105	0.1%	79.500
High	79.520	79.780	0.260	0.3%	80.585
Low	79.315	79.265	-0.050	-0.1%	79.110
Close	79.846	79.511	-0.335	-0.4%	79.846
Range	0.205	0.515	0.310	151.2%	1.475
ATR	0.469	0.477	0.008	1.7%	0.000
Volume	32	91	59	184.4%	640

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.064	80.802	79.794
R3	80.549	80.287	79.653
R2	80.034	80.034	79.605
R1	79.772	79.772	79.558	79.646
PP	79.519	79.519	79.519	79.455
S1	79.257	79.257	79.464	79.131
S2	79.004	79.004	79.417
S3	78.489	78.742	79.369
S4	77.974	78.227	79.228

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.272	83.534	80.657
R3	82.797	82.059	80.252
R2	81.322	81.322	80.116
R1	80.584	80.584	79.981	80.953
PP	79.847	79.847	79.847	80.032
S1	79.109	79.109	79.711	79.478
S2	78.372	78.372	79.576
S3	76.897	77.634	79.440
S4	75.422	76.159	79.035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.585	79.265	1.320	1.7%	0.484	0.6%	19%	False	True	108
10	80.585	78.930	1.655	2.1%	0.370	0.5%	35%	False	False	80
20	80.585	78.880	1.705	2.1%	0.286	0.4%	37%	False	False	45
40	82.286	78.880	3.406	4.3%	0.210	0.3%	19%	False	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.053
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.969
2.618	81.128
1.618	80.613
1.000	80.295
0.618	80.098
HIGH	79.780
0.618	79.583
0.500	79.523
0.382	79.462
LOW	79.265
0.618	78.947
1.000	78.750
1.618	78.432
2.618	77.917
4.250	77.076

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	79.523	79.643
PP	79.519	79.599
S1	79.515	79.555

Download as Excel Spreadsheet

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

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