ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	78.000	77.590	-0.410	-0.5%	79.720
High	78.000	78.090	0.090	0.1%	80.490
Low	77.660	77.590	-0.070	-0.1%	79.375
Close	77.694	77.699	0.005	0.0%	79.604
Range	0.340	0.500	0.160	47.1%	1.115
ATR	0.509	0.508	-0.001	-0.1%	0.000
Volume	13	24	11	84.6%	14

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.293	78.996	77.974
R3	78.793	78.496	77.837
R2	78.293	78.293	77.791
R1	77.996	77.996	77.745	78.145
PP	77.793	77.793	77.793	77.867
S1	77.496	77.496	77.653	77.645
S2	77.293	77.293	77.607
S3	76.793	76.996	77.562
S4	76.293	76.496	77.424

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	79.435	77.590	1.845	2.4%	0.305	0.4%	6%	False	True	13
10	80.490	77.590	2.900	3.7%	0.278	0.4%	4%	False	True	8
20	80.490	77.262	3.228	4.2%	0.236	0.3%	14%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.215
2.618	79.399
1.618	78.899
1.000	78.590
0.618	78.399
HIGH	78.090
0.618	77.899
0.500	77.840
0.382	77.781
LOW	77.590
0.618	77.281
1.000	77.090
1.618	76.781
2.618	76.281
4.250	75.465

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	77.840	77.962
PP	77.793	77.874
S1	77.746	77.787

Download as Excel Spreadsheet

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

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