ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 04-May-2012

Day Change Summary
	Previous	Current
	03-May-2012	04-May-2012	Change	Change %	Previous Week
Open	79.260	79.240	-0.020	0.0%	78.835
High	79.535	79.615	0.080	0.1%	79.615
Low	79.150	79.145	-0.005	0.0%	78.665
Close	79.293	79.587	0.294	0.4%	79.587
Range	0.385	0.470	0.085	22.1%	0.950
ATR	0.470	0.470	0.000	0.0%	0.000
Volume	20,458	24,757	4,299	21.0%	97,022

Daily Pivots for day following 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.859	80.693	79.846
R3	80.389	80.223	79.716
R2	79.919	79.919	79.673
R1	79.753	79.753	79.630	79.836
PP	79.449	79.449	79.449	79.491
S1	79.283	79.283	79.544	79.366
S2	78.979	78.979	79.501
S3	78.509	78.813	79.458
S4	78.039	78.343	79.329

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.139	81.813	80.110
R3	81.189	80.863	79.848
R2	80.239	80.239	79.761
R1	79.913	79.913	79.674	80.076
PP	79.289	79.289	79.289	79.371
S1	78.963	78.963	79.500	79.126
S2	78.339	78.339	79.413
S3	77.389	78.013	79.326
S4	76.439	77.063	79.065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.615	78.665	0.950	1.2%	0.403	0.5%	97%	True	False	19,404
10	79.775	78.665	1.110	1.4%	0.405	0.5%	83%	False	False	19,198
20	80.345	78.665	1.680	2.1%	0.455	0.6%	55%	False	False	19,636
40	81.160	78.665	2.495	3.1%	0.519	0.7%	37%	False	False	21,180
60	81.160	78.420	2.740	3.4%	0.512	0.6%	43%	False	False	14,290
80	82.286	78.420	3.866	4.9%	0.424	0.5%	30%	False	False	10,720
100	82.286	78.420	3.866	4.9%	0.357	0.4%	30%	False	False	8,577

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.092
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.613
2.618	80.845
1.618	80.375
1.000	80.085
0.618	79.905
HIGH	79.615
0.618	79.435
0.500	79.380
0.382	79.325
LOW	79.145
0.618	78.855
1.000	78.675
1.618	78.385
2.618	77.915
4.250	77.148

Fisher Pivots for day following 04-May-2012
Pivot	1 day	3 day
R1	79.518	79.477
PP	79.449	79.367
S1	79.380	79.258

Download as Excel Spreadsheet

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

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