ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	16-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	82.286	81.675	-0.611	-0.7%	81.848
High	82.286	81.785	-0.501	-0.6%	82.175
Low	82.286	81.675	-0.611	-0.7%	81.675
Close	82.286	81.924	-0.362	-0.4%	82.286
Range	0.000	0.110	0.110		0.500
ATR	0.361	0.379	0.018	5.0%	0.000
Volume	2	4	2	100.0%	52

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.125	82.134	81.985
R3	82.015	82.024	81.954
R2	81.905	81.905	81.944
R1	81.914	81.914	81.934	81.910
PP	81.795	81.795	81.795	81.792
S1	81.804	81.804	81.914	81.800
S2	81.685	81.685	81.904
S3	81.575	81.694	81.894
S4	81.465	81.584	81.864

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.545	83.416	82.561
R3	83.045	82.916	82.424
R2	82.545	82.545	82.378
R1	82.416	82.416	82.332	82.481
PP	82.045	82.045	82.045	82.078
S1	81.916	81.916	82.240	81.981
S2	81.545	81.545	82.194
S3	81.045	81.416	82.149
S4	80.545	80.916	82.011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.286	81.675	0.611	0.7%	0.022	0.0%	41%	False	True	10
10	82.286	80.305	1.981	2.4%	0.166	0.2%	82%	False	False	10
20	82.286	80.305	1.981	2.4%	0.094	0.1%	82%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.003
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	82.253
2.618	82.073
1.618	81.963
1.000	81.895
0.618	81.853
HIGH	81.785
0.618	81.743
0.500	81.730
0.382	81.717
LOW	81.675
0.618	81.607
1.000	81.565
1.618	81.497
2.618	81.387
4.250	81.208

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	81.859	81.981
PP	81.795	81.962
S1	81.730	81.943

Download as Excel Spreadsheet

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

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