ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	79.423	79.540	0.117	0.1%	80.680
High	79.423	79.620	0.197	0.2%	80.680
Low	79.423	79.540	0.117	0.1%	79.369
Close	79.423	79.525	0.102	0.1%	79.369
Range	0.000	0.080	0.080		1.311
ATR	0.392	0.378	-0.014	-3.6%	0.000
Volume	19	5	-14	-73.7%	55

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	79.802	79.743	79.569
R3	79.722	79.663	79.547
R2	79.642	79.642	79.540
R1	79.583	79.583	79.532	79.573
PP	79.562	79.562	79.562	79.556
S1	79.503	79.503	79.518	79.493
S2	79.482	79.482	79.510
S3	79.402	79.423	79.503
S4	79.322	79.343	79.481

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	79.827	79.369	0.458	0.6%	0.032	0.0%	34%	False	False	14
10	80.755	79.369	1.386	1.7%	0.119	0.1%	11%	False	False	12
20	82.286	79.369	2.917	3.7%	0.087	0.1%	5%	False	False	10
40	82.286	79.369	2.917	3.7%	0.091	0.1%	5%	False	False	24

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	79.960
2.618	79.829
1.618	79.749
1.000	79.700
0.618	79.669
HIGH	79.620
0.618	79.589
0.500	79.580
0.382	79.571
LOW	79.540
0.618	79.491
1.000	79.460
1.618	79.411
2.618	79.331
4.250	79.200

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	79.580	79.625
PP	79.562	79.592
S1	79.543	79.558

Download as Excel Spreadsheet

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

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