ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	81.000	80.305	-0.695	-0.9%	80.490
High	80.595	81.065	0.470	0.6%	81.411
Low	80.375	80.305	-0.070	-0.1%	80.490
Close	80.412	80.920	0.508	0.6%	81.022
Range	0.220	0.760	0.540	245.5%	0.921
ATR	0.291	0.325	0.033	11.5%	0.000
Volume	0	11	11		5

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.043	82.742	81.338
R3	82.283	81.982	81.129
R2	81.523	81.523	81.059
R1	81.222	81.222	80.990	81.373
PP	80.763	80.763	80.763	80.839
S1	80.462	80.462	80.850	80.613
S2	80.003	80.003	80.781
S3	79.243	79.702	80.711
S4	78.483	78.942	80.502

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.737	83.301	81.529
R3	82.816	82.380	81.275
R2	81.895	81.895	81.191
R1	81.459	81.459	81.106	81.677
PP	80.974	80.974	80.974	81.084
S1	80.538	80.538	80.938	80.756
S2	80.053	80.053	80.853
S3	79.132	79.617	80.769
S4	78.211	78.696	80.515

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.411	80.305	1.106	1.4%	0.196	0.2%	56%	False	True	2
10	81.411	80.305	1.106	1.4%	0.098	0.1%	56%	False	True	2
20	81.789	79.375	2.414	3.0%	0.065	0.1%	64%	False	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.041
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	84.295
2.618	83.055
1.618	82.295
1.000	81.825
0.618	81.535
HIGH	81.065
0.618	80.775
0.500	80.685
0.382	80.595
LOW	80.305
0.618	79.835
1.000	79.545
1.618	79.075
2.618	78.315
4.250	77.075

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	80.842	80.842
PP	80.763	80.763
S1	80.685	80.685

Download as Excel Spreadsheet

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

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