ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	79.369	79.730	0.361	0.5%	80.680
High	79.369	79.730	0.361	0.5%	80.680
Low	79.369	79.650	0.281	0.4%	79.369
Close	79.369	79.662	0.293	0.4%	79.369
Range	0.000	0.080	0.080		1.311
ATR	0.412	0.408	-0.004	-0.9%	0.000
Volume	12	19	7	58.3%	55

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	79.921	79.871	79.706
R3	79.841	79.791	79.684
R2	79.761	79.761	79.677
R1	79.711	79.711	79.669	79.696
PP	79.681	79.681	79.681	79.673
S1	79.631	79.631	79.655	79.616
S2	79.601	79.601	79.647
S3	79.521	79.551	79.640
S4	79.441	79.471	79.618

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.739	82.865	80.090
R3	82.428	81.554	79.730
R2	81.117	81.117	79.609
R1	80.243	80.243	79.489	80.025
PP	79.806	79.806	79.806	79.697
S1	78.932	78.932	79.249	78.714
S2	78.495	78.495	79.129
S3	77.184	77.621	79.008
S4	75.873	76.310	78.648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.504	79.369	1.135	1.4%	0.108	0.1%	26%	False	False	12
10	81.785	79.369	2.416	3.0%	0.145	0.2%	12%	False	False	8
20	82.286	79.369	2.917	3.7%	0.161	0.2%	10%	False	False	9
40	82.286	79.369	2.917	3.7%	0.089	0.1%	10%	False	False	23

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	80.070
2.618	79.939
1.618	79.859
1.000	79.810
0.618	79.779
HIGH	79.730
0.618	79.699
0.500	79.690
0.382	79.681
LOW	79.650
0.618	79.601
1.000	79.570
1.618	79.521
2.618	79.441
4.250	79.310

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	79.690	79.657
PP	79.681	79.652
S1	79.671	79.647

Download as Excel Spreadsheet

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

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