ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	79.500	79.650	0.150	0.2%	79.500
High	79.500	80.205	0.705	0.9%	79.900
Low	79.110	79.650	0.540	0.7%	78.880
Close	79.425	80.079	0.654	0.8%	79.616
Range	0.390	0.555	0.165	42.3%	1.020
ATR	0.413	0.440	0.026	6.3%	0.000
Volume	25	194	169	676.0%	55

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.643	81.416	80.384
R3	81.088	80.861	80.232
R2	80.533	80.533	80.181
R1	80.306	80.306	80.130	80.420
PP	79.978	79.978	79.978	80.035
S1	79.751	79.751	80.028	79.865
S2	79.423	79.423	79.977
S3	78.868	79.196	79.926
S4	78.313	78.641	79.774

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.525	82.091	80.177
R3	81.505	81.071	79.897
R2	80.485	80.485	79.803
R1	80.051	80.051	79.710	80.268
PP	79.465	79.465	79.465	79.574
S1	79.031	79.031	79.523	79.248
S2	78.445	78.445	79.429
S3	77.425	78.011	79.336
S4	76.405	76.991	79.055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.205	78.930	1.275	1.6%	0.255	0.3%	90%	True	False	52
10	80.205	78.880	1.325	1.7%	0.275	0.3%	90%	True	False	30
20	81.175	78.880	2.295	2.9%	0.205	0.3%	52%	False	False	20
40	82.286	78.880	3.406	4.3%	0.149	0.2%	35%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	82.564
2.618	81.658
1.618	81.103
1.000	80.760
0.618	80.548
HIGH	80.205
0.618	79.993
0.500	79.928
0.382	79.862
LOW	79.650
0.618	79.307
1.000	79.095
1.618	78.752
2.618	78.197
4.250	77.291

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	80.029	79.939
PP	79.978	79.798
S1	79.928	79.658

Download as Excel Spreadsheet

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

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