ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 23-Jan-2012

Day Change Summary
	Previous	Current
	20-Jan-2012	23-Jan-2012	Change	Change %	Previous Week
Open	80.685	80.680	-0.005	0.0%	82.286
High	80.755	80.680	-0.075	-0.1%	82.286
Low	80.685	80.180	-0.505	-0.6%	80.685
Close	80.856	80.409	-0.447	-0.6%	80.856
Range	0.070	0.500	0.430	614.3%	1.601
ATR	0.393	0.414	0.020	5.1%	0.000
Volume	4	14	10	250.0%	15

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.923	81.666	80.684
R3	81.423	81.166	80.547
R2	80.923	80.923	80.501
R1	80.666	80.666	80.455	80.545
PP	80.423	80.423	80.423	80.362
S1	80.166	80.166	80.363	80.045
S2	79.923	79.923	80.317
S3	79.423	79.666	80.272
S4	78.923	79.166	80.134

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.079	85.068	81.737
R3	84.478	83.467	81.296
R2	82.877	82.877	81.150
R1	81.866	81.866	81.003	81.571
PP	81.276	81.276	81.276	81.128
S1	80.265	80.265	80.709	79.970
S2	79.675	79.675	80.562
S3	78.074	78.664	80.416
S4	76.473	77.063	79.975

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.785	80.180	1.605	2.0%	0.182	0.2%	14%	False	True	5
10	82.286	80.180	2.106	2.6%	0.091	0.1%	11%	False	True	7
20	82.286	80.180	2.106	2.6%	0.134	0.2%	11%	False	True	6

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	0.000
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	82.805
2.618	81.989
1.618	81.489
1.000	81.180
0.618	80.989
HIGH	80.680
0.618	80.489
0.500	80.430
0.382	80.371
LOW	80.180
0.618	79.871
1.000	79.680
1.618	79.371
2.618	78.871
4.250	78.055

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	80.430	80.645
PP	80.423	80.566
S1	80.416	80.488

Download as Excel Spreadsheet

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

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