ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	80.375	79.875	-0.500	-0.6%	79.810
High	80.375	79.875	-0.500	-0.6%	80.150
Low	79.875	79.470	-0.405	-0.5%	78.530
Close	79.865	79.543	-0.322	-0.4%	79.555
Range	0.500	0.405	-0.095	-19.0%	1.620
ATR	0.499	0.493	-0.007	-1.3%	0.000
Volume	1	4	3	300.0%	31

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.844	80.599	79.766
R3	80.439	80.194	79.654
R2	80.034	80.034	79.617
R1	79.789	79.789	79.580	79.709
PP	79.629	79.629	79.629	79.590
S1	79.384	79.384	79.506	79.304
S2	79.224	79.224	79.469
S3	78.819	78.979	79.432
S4	78.414	78.574	79.320

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.272	83.533	80.446
R3	82.652	81.913	80.001
R2	81.032	81.032	79.852
R1	80.293	80.293	79.704	79.853
PP	79.412	79.412	79.412	79.191
S1	78.673	78.673	79.407	78.233
S2	77.792	77.792	79.258
S3	76.172	77.053	79.110
S4	74.552	75.433	78.664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.490	79.470	1.020	1.3%	0.251	0.3%	7%	False	True	3
10	80.490	78.530	1.960	2.5%	0.270	0.3%	52%	False	False	4
20	80.490	77.262	3.228	4.1%	0.175	0.2%	71%	False	False	78

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	False
Stretch	0.034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.596
2.618	80.935
1.618	80.530
1.000	80.280
0.618	80.125
HIGH	79.875
0.618	79.720
0.500	79.673
0.382	79.625
LOW	79.470
0.618	79.220
1.000	79.065
1.618	78.815
2.618	78.410
4.250	77.749

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	79.673	79.980
PP	79.629	79.834
S1	79.586	79.689

Download as Excel Spreadsheet

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

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