ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	80.504	80.250	-0.254	-0.3%	82.286
High	80.504	80.250	-0.254	-0.3%	82.286
Low	80.504	80.175	-0.329	-0.4%	80.685
Close	80.504	80.155	-0.349	-0.4%	80.856
Range	0.000	0.075	0.075		1.601
ATR	0.391	0.386	-0.004	-1.1%	0.000
Volume	14	3	-11	-78.6%	15

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.418	80.362	80.196
R3	80.343	80.287	80.176
R2	80.268	80.268	80.169
R1	80.212	80.212	80.162	80.203
PP	80.193	80.193	80.193	80.189
S1	80.137	80.137	80.148	80.128
S2	80.118	80.118	80.141
S3	80.043	80.062	80.134
S4	79.968	79.987	80.114

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	81.110	80.175	0.935	1.2%	0.175	0.2%	-2%	False	True	7
10	82.286	80.175	2.111	2.6%	0.099	0.1%	-1%	False	True	5
20	82.286	80.175	2.111	2.6%	0.138	0.2%	-1%	False	True	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.569
2.618	80.446
1.618	80.371
1.000	80.325
0.618	80.296
HIGH	80.250
0.618	80.221
0.500	80.213
0.382	80.204
LOW	80.175
0.618	80.129
1.000	80.100
1.618	80.054
2.618	79.979
4.250	79.856

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	80.213	80.428
PP	80.193	80.337
S1	80.174	80.246

Download as Excel Spreadsheet

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

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