ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	81.430	80.875	-0.555	-0.7%	80.723
High	81.430	80.875	-0.555	-0.7%	81.789
Low	81.430	80.875	-0.555	-0.7%	80.710
Close	81.407	80.808	-0.599	-0.7%	81.439
Range
ATR	0.272	0.290	0.019	6.8%	0.000
Volume	2	1	-1	-50.0%	726

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.853	80.830	80.808
R3	80.853	80.830	80.808
R2	80.853	80.853	80.808
R1	80.830	80.830	80.808	80.842
PP	80.853	80.853	80.853	80.858
S1	80.830	80.830	80.808	80.842
S2	80.853	80.853	80.808
S3	80.853	80.830	80.808
S4	80.853	80.830	80.808

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.550	84.073	82.032
R3	83.471	82.994	81.736
R2	82.392	82.392	81.637
R1	81.915	81.915	81.538	82.154
PP	81.313	81.313	81.313	81.432
S1	80.836	80.836	81.340	81.075
S2	80.234	80.234	81.241
S3	79.155	79.757	81.142
S4	78.076	78.678	80.846

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.789	80.875	0.914	1.1%	0.000	0.0%	-7%	False	True	1
10	81.789	79.375	2.414	3.0%	0.033	0.0%	59%	False	False	73

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	0.015

Fibonacci Retracements and Extensions
4.250	80.875
2.618	80.875
1.618	80.875
1.000	80.875
0.618	80.875
HIGH	80.875
0.618	80.875
0.500	80.875
0.382	80.875
LOW	80.875
0.618	80.875
1.000	80.875
1.618	80.875
2.618	80.875
4.250	80.875

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	80.875	81.153
PP	80.853	81.038
S1	80.830	80.923

Download as Excel Spreadsheet

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

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