ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	79.650	79.800	0.150	0.2%	79.500
High	80.205	80.195	-0.010	0.0%	79.900
Low	79.650	79.675	0.025	0.0%	78.880
Close	80.079	80.158	0.079	0.1%	79.616
Range	0.555	0.520	-0.035	-6.3%	1.020
ATR	0.440	0.445	0.006	1.3%	0.000
Volume	194	143	-51	-26.3%	55

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.569	81.384	80.444
R3	81.049	80.864	80.301
R2	80.529	80.529	80.253
R1	80.344	80.344	80.206	80.437
PP	80.009	80.009	80.009	80.056
S1	79.824	79.824	80.110	79.917
S2	79.489	79.489	80.063
S3	78.969	79.304	80.015
S4	78.449	78.784	79.872

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	78.950	1.255	1.6%	0.314	0.4%	96%	False	False	73
10	80.205	78.880	1.325	1.7%	0.327	0.4%	96%	False	False	42
20	81.110	78.880	2.230	2.8%	0.231	0.3%	57%	False	False	27
40	82.286	78.880	3.406	4.2%	0.162	0.2%	38%	False	False	16

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.405
2.618	81.556
1.618	81.036
1.000	80.715
0.618	80.516
HIGH	80.195
0.618	79.996
0.500	79.935
0.382	79.874
LOW	79.675
0.618	79.354
1.000	79.155
1.618	78.834
2.618	78.314
4.250	77.465

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	80.084	79.991
PP	80.009	79.824
S1	79.935	79.658

Download as Excel Spreadsheet

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

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