ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	82.250	82.280	0.030	0.0%	82.885
High	82.455	82.945	0.490	0.6%	83.150
Low	81.960	82.270	0.310	0.4%	81.960
Close	82.106	82.562	0.456	0.6%	82.562
Range	0.495	0.675	0.180	36.4%	1.190
ATR	0.579	0.598	0.019	3.2%	0.000
Volume	27,250	30,048	2,798	10.3%	146,531

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.617	84.265	82.933
R3	83.942	83.590	82.748
R2	83.267	83.267	82.686
R1	82.915	82.915	82.624	83.091
PP	82.592	82.592	82.592	82.681
S1	82.240	82.240	82.500	82.416
S2	81.917	81.917	82.438
S3	81.242	81.565	82.376
S4	80.567	80.890	82.191

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.127	85.535	83.217
R3	84.937	84.345	82.889
R2	83.747	83.747	82.780
R1	83.155	83.155	82.671	82.856
PP	82.557	82.557	82.557	82.408
S1	81.965	81.965	82.453	81.666
S2	81.367	81.367	82.344
S3	80.177	80.775	82.235
S4	78.987	79.585	81.908

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.150	81.960	1.190	1.4%	0.629	0.8%	51%	False	False	29,306
10	83.670	81.960	1.710	2.1%	0.628	0.8%	35%	False	False	31,638
20	83.670	80.210	3.460	4.2%	0.596	0.7%	68%	False	False	33,468
40	83.670	78.665	5.005	6.1%	0.516	0.6%	78%	False	False	27,363
60	83.670	78.665	5.005	6.1%	0.531	0.6%	78%	False	False	25,778
80	83.670	78.420	5.250	6.4%	0.534	0.6%	79%	False	False	20,506
100	83.670	78.420	5.250	6.4%	0.473	0.6%	79%	False	False	16,411
120	83.670	78.420	5.250	6.4%	0.410	0.5%	79%	False	False	13,676

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	0.177
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.814
2.618	84.712
1.618	84.037
1.000	83.620
0.618	83.362
HIGH	82.945
0.618	82.687
0.500	82.608
0.382	82.528
LOW	82.270
0.618	81.853
1.000	81.595
1.618	81.178
2.618	80.503
4.250	79.401

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	82.608	82.526
PP	82.592	82.489
S1	82.577	82.453

Download as Excel Spreadsheet

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

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