ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	79.800	80.380	0.580	0.7%	79.500
High	80.195	80.585	0.390	0.5%	79.900
Low	79.675	79.770	0.095	0.1%	78.880
Close	80.158	79.835	-0.323	-0.4%	79.616
Range	0.520	0.815	0.295	56.7%	1.020
ATR	0.445	0.472	0.026	5.9%	0.000
Volume	143	139	-4	-2.8%	55

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.508	81.987	80.283
R3	81.693	81.172	80.059
R2	80.878	80.878	79.984
R1	80.357	80.357	79.910	80.210
PP	80.063	80.063	80.063	79.990
S1	79.542	79.542	79.760	79.395
S2	79.248	79.248	79.686
S3	78.433	78.727	79.611
S4	77.618	77.912	79.387

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	80.585	79.110	1.475	1.8%	0.475	0.6%	49%	True	False	100
10	80.585	78.880	1.705	2.1%	0.401	0.5%	56%	True	False	56
20	80.755	78.880	1.875	2.3%	0.260	0.3%	51%	False	False	34
40	82.286	78.880	3.406	4.3%	0.183	0.2%	28%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.040
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	84.049
2.618	82.719
1.618	81.904
1.000	81.400
0.618	81.089
HIGH	80.585
0.618	80.274
0.500	80.178
0.382	80.081
LOW	79.770
0.618	79.266
1.000	78.955
1.618	78.451
2.618	77.636
4.250	76.306

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	80.178	80.118
PP	80.063	80.023
S1	79.949	79.929

Download as Excel Spreadsheet

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

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