ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	79.615	79.655	0.040	0.1%	79.500
High	79.780	79.830	0.050	0.1%	80.585
Low	79.265	79.555	0.290	0.4%	79.110
Close	79.511	79.673	0.162	0.2%	79.846
Range	0.515	0.275	-0.240	-46.6%	1.475
ATR	0.477	0.466	-0.011	-2.4%	0.000
Volume	91	47	-44	-48.4%	640

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.511	80.367	79.824
R3	80.236	80.092	79.749
R2	79.961	79.961	79.723
R1	79.817	79.817	79.698	79.889
PP	79.686	79.686	79.686	79.722
S1	79.542	79.542	79.648	79.614
S2	79.411	79.411	79.623
S3	79.136	79.267	79.597
S4	78.861	78.992	79.522

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.272	83.534	80.657
R3	82.797	82.059	80.252
R2	81.322	81.322	80.116
R1	80.584	80.584	79.981	80.953
PP	79.847	79.847	79.847	80.032
S1	79.109	79.109	79.711	79.478
S2	78.372	78.372	79.576
S3	76.897	77.634	79.440
S4	75.422	76.159	79.035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.585	79.265	1.320	1.7%	0.435	0.5%	31%	False	False	89
10	80.585	78.950	1.635	2.1%	0.375	0.5%	44%	False	False	81
20	80.585	78.880	1.705	2.1%	0.296	0.4%	47%	False	False	47
40	82.286	78.880	3.406	4.3%	0.217	0.3%	23%	False	False	27

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.063
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.999
2.618	80.550
1.618	80.275
1.000	80.105
0.618	80.000
HIGH	79.830
0.618	79.725
0.500	79.693
0.382	79.660
LOW	79.555
0.618	79.385
1.000	79.280
1.618	79.110
2.618	78.835
4.250	78.386

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	79.693	79.631
PP	79.686	79.589
S1	79.680	79.548

Download as Excel Spreadsheet

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

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