ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	79.827	79.423	-0.404	-0.5%	80.680
High	79.827	79.423	-0.404	-0.5%	80.680
Low	79.827	79.423	-0.404	-0.5%	79.369
Close	79.827	79.423	-0.404	-0.5%	79.369
Range
ATR	0.391	0.392	0.001	0.2%	0.000
Volume	19	19	0	0.0%	55

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	79.423	79.423	79.423
R3	79.423	79.423	79.423
R2	79.423	79.423	79.423
R1	79.423	79.423	79.423	79.423
PP	79.423	79.423	79.423	79.423
S1	79.423	79.423	79.423	79.423
S2	79.423	79.423	79.423
S3	79.423	79.423	79.423
S4	79.423	79.423	79.423

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	79.925	79.369	0.556	0.7%	0.093	0.1%	10%	False	False	16
10	81.110	79.369	1.741	2.2%	0.134	0.2%	3%	False	False	12
20	82.286	79.369	2.917	3.7%	0.112	0.1%	2%	False	False	10
40	82.286	79.369	2.917	3.7%	0.089	0.1%	2%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.000

Fibonacci Retracements and Extensions
4.250	79.423
2.618	79.423
1.618	79.423
1.000	79.423
0.618	79.423
HIGH	79.423
0.618	79.423
0.500	79.423
0.382	79.423
LOW	79.423
0.618	79.423
1.000	79.423
1.618	79.423
2.618	79.423
4.250	79.423

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	79.423	79.625
PP	79.423	79.558
S1	79.423	79.490

Download as Excel Spreadsheet

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

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