ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	79.655	79.500	-0.155	-0.2%	79.500
High	79.830	79.550	-0.280	-0.4%	80.585
Low	79.555	78.985	-0.570	-0.7%	79.110
Close	79.673	79.280	-0.393	-0.5%	79.846
Range	0.275	0.565	0.290	105.5%	1.475
ATR	0.466	0.482	0.016	3.4%	0.000
Volume	47	85	38	80.9%	640

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.967	80.688	79.591
R3	80.402	80.123	79.435
R2	79.837	79.837	79.384
R1	79.558	79.558	79.332	79.415
PP	79.272	79.272	79.272	79.200
S1	78.993	78.993	79.228	78.850
S2	78.707	78.707	79.176
S3	78.142	78.428	79.125
S4	77.577	77.863	78.969

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	80.020	78.985	1.035	1.3%	0.385	0.5%	29%	False	True	78
10	80.585	78.985	1.600	2.0%	0.430	0.5%	18%	False	True	89
20	80.585	78.880	1.705	2.2%	0.305	0.4%	23%	False	False	51
40	82.286	78.880	3.406	4.3%	0.231	0.3%	12%	False	False	29

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	0.068
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	81.951
2.618	81.029
1.618	80.464
1.000	80.115
0.618	79.899
HIGH	79.550
0.618	79.334
0.500	79.268
0.382	79.201
LOW	78.985
0.618	78.636
1.000	78.420
1.618	78.071
2.618	77.506
4.250	76.584

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	79.276	79.408
PP	79.272	79.365
S1	79.268	79.323

Download as Excel Spreadsheet

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

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