ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	78.333	78.000	-0.333	-0.4%	79.720
High	78.333	78.000	-0.333	-0.4%	80.490
Low	78.333	77.660	-0.673	-0.9%	79.375
Close	78.333	77.694	-0.639	-0.8%	79.604
Range	0.000	0.340	0.340		1.115
ATR	0.496	0.509	0.013	2.5%	0.000
Volume	13	13	0	0.0%	14

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.805	78.589	77.881
R3	78.465	78.249	77.788
R2	78.125	78.125	77.756
R1	77.909	77.909	77.725	77.847
PP	77.785	77.785	77.785	77.754
S1	77.569	77.569	77.663	77.507
S2	77.445	77.445	77.632
S3	77.105	77.229	77.601
S4	76.765	76.889	77.507

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.168	82.501	80.217
R3	82.053	81.386	79.911
R2	80.938	80.938	79.808
R1	80.271	80.271	79.706	80.047
PP	79.823	79.823	79.823	79.711
S1	79.156	79.156	79.502	78.932
S2	78.708	78.708	79.400
S3	77.593	78.041	79.297
S4	76.478	76.926	78.991

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.875	77.660	2.215	2.9%	0.286	0.4%	2%	False	True	9
10	80.490	77.660	2.830	3.6%	0.255	0.3%	1%	False	True	6
20	80.490	77.262	3.228	4.2%	0.226	0.3%	13%	False	False	31

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	0.000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.445
2.618	78.890
1.618	78.550
1.000	78.340
0.618	78.210
HIGH	78.000
0.618	77.870
0.500	77.830
0.382	77.790
LOW	77.660
0.618	77.450
1.000	77.320
1.618	77.110
2.618	76.770
4.250	76.215

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	77.830	78.268
PP	77.785	78.076
S1	77.739	77.885

Download as Excel Spreadsheet

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

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