ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	81.175	81.110	-0.065	-0.1%	81.848
High	81.175	81.110	-0.065	-0.1%	82.175
Low	81.175	80.880	-0.295	-0.4%	81.675
Close	81.317	80.895	-0.422	-0.5%	82.286
Range	0.000	0.230	0.230		0.500
ATR	0.405	0.407	0.002	0.6%	0.000
Volume	1	4	3	300.0%	52

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.652	81.503	81.022
R3	81.422	81.273	80.958
R2	81.192	81.192	80.937
R1	81.043	81.043	80.916	81.003
PP	80.962	80.962	80.962	80.941
S1	80.813	80.813	80.874	80.773
S2	80.732	80.732	80.853
S3	80.502	80.583	80.832
S4	80.272	80.353	80.769

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	80.880	1.406	1.7%	0.068	0.1%	1%	False	True	2
10	82.286	80.880	1.406	1.7%	0.055	0.1%	1%	False	True	7
20	82.286	80.305	1.981	2.4%	0.106	0.1%	30%	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 10 trading days

Fibonacci Retracements and Extensions
4.250	82.088
2.618	81.712
1.618	81.482
1.000	81.340
0.618	81.252
HIGH	81.110
0.618	81.022
0.500	80.995
0.382	80.968
LOW	80.880
0.618	80.738
1.000	80.650
1.618	80.508
2.618	80.278
4.250	79.903

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	80.995	81.333
PP	80.962	81.187
S1	80.928	81.041

Download as Excel Spreadsheet

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

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