ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	77.262	77.875	0.613	0.8%	78.557
High	77.262	77.875	0.613	0.8%	78.557
Low	77.262	77.875	0.613	0.8%	77.262
Close	77.262	78.124	0.862	1.1%	77.262
Range
ATR
Volume	2	2	0	0.0%	1,503

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.958	78.041	78.124
R3	77.958	78.041	78.124
R2	77.958	77.958	78.124
R1	78.041	78.041	78.124	78.000
PP	77.958	77.958	77.958	77.937
S1	78.041	78.041	78.124	78.000
S2	77.958	77.958	78.124
S3	77.958	78.041	78.124
S4	77.958	78.041	78.124

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.579	80.715	77.974
R3	80.284	79.420	77.618
R2	78.989	78.989	77.499
R1	78.125	78.125	77.381	77.910
PP	77.694	77.694	77.694	77.586
S1	76.830	76.830	77.143	76.615
S2	76.399	76.399	77.025
S3	75.104	75.535	76.906
S4	73.809	74.240	76.550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.877	77.262	0.615	0.8%	0.061	0.1%	140%	False	False	300
10	78.557	76.500	2.057	2.6%	0.031	0.0%	79%	False	False	150

Crabel Price Patterns
NR	False
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	False
Stretch	0.000

Fibonacci Retracements and Extensions
4.250	77.875
2.618	77.875
1.618	77.875
1.000	77.875
0.618	77.875
HIGH	77.875
0.618	77.875
0.500	77.875
0.382	77.875
LOW	77.875
0.618	77.875
1.000	77.875
1.618	77.875
2.618	77.875
4.250	77.875

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	78.041	77.939
PP	77.958	77.754
S1	77.875	77.569

Download as Excel Spreadsheet

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

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