ICE US Dollar Index Future June 2012

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

Day Change Summary
	Previous	Current
	01-May-2012	02-May-2012	Change	Change %	Previous Week
Open	78.875	78.900	0.025	0.0%	79.375
High	79.050	79.400	0.350	0.4%	79.775
Low	78.665	78.900	0.235	0.3%	78.720
Close	78.905	79.201	0.296	0.4%	78.757
Range	0.385	0.500	0.115	29.9%	1.055
ATR	0.475	0.477	0.002	0.4%	0.000
Volume	13,049	19,298	6,249	47.9%	94,966

Daily Pivots for day following 02-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.667	80.434	79.476
R3	80.167	79.934	79.339
R2	79.667	79.667	79.293
R1	79.434	79.434	79.247	79.551
PP	79.167	79.167	79.167	79.225
S1	78.934	78.934	79.155	79.051
S2	78.667	78.667	79.109
S3	78.167	78.434	79.064
S4	77.667	77.934	78.926

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.249	81.558	79.337
R3	81.194	80.503	79.047
R2	80.139	80.139	78.950
R1	79.448	79.448	78.854	79.266
PP	79.084	79.084	79.084	78.993
S1	78.393	78.393	78.660	78.211
S2	78.029	78.029	78.564
S3	76.974	77.338	78.467
S4	75.919	76.283	78.177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.400	78.665	0.735	0.9%	0.409	0.5%	73%	True	False	18,376
10	79.980	78.665	1.315	1.7%	0.418	0.5%	41%	False	False	18,956
20	80.365	78.665	1.700	2.1%	0.469	0.6%	32%	False	False	19,759
40	81.160	78.665	2.495	3.2%	0.524	0.7%	21%	False	False	20,195
60	81.160	78.420	2.740	3.5%	0.502	0.6%	29%	False	False	13,537
80	82.286	78.420	3.866	4.9%	0.413	0.5%	20%	False	False	10,155
100	82.286	78.420	3.866	4.9%	0.348	0.4%	20%	False	False	8,132

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.099
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.525
2.618	80.709
1.618	80.209
1.000	79.900
0.618	79.709
HIGH	79.400
0.618	79.209
0.500	79.150
0.382	79.091
LOW	78.900
0.618	78.591
1.000	78.400
1.618	78.091
2.618	77.591
4.250	76.775

Fisher Pivots for day following 02-May-2012
Pivot	1 day	3 day
R1	79.184	79.145
PP	79.167	79.089
S1	79.150	79.033

Download as Excel Spreadsheet

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

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