ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 17-May-2012

Day Change Summary
	Previous	Current
	16-May-2012	17-May-2012	Change	Change %	Previous Week
Open	81.415	81.520	0.105	0.1%	79.790
High	81.745	81.830	0.085	0.1%	80.480
Low	81.345	81.400	0.055	0.1%	79.630
Close	81.524	81.540	0.016	0.0%	80.404
Range	0.400	0.430	0.030	7.5%	0.850
ATR	0.470	0.467	-0.003	-0.6%	0.000
Volume	37,930	47,980	10,050	26.5%	135,806

Daily Pivots for day following 17-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.880	82.640	81.777
R3	82.450	82.210	81.658
R2	82.020	82.020	81.619
R1	81.780	81.780	81.579	81.900
PP	81.590	81.590	81.590	81.650
S1	81.350	81.350	81.501	81.470
S2	81.160	81.160	81.461
S3	80.730	80.920	81.422
S4	80.300	80.490	81.304

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.721	82.413	80.872
R3	81.871	81.563	80.638
R2	81.021	81.021	80.560
R1	80.713	80.713	80.482	80.867
PP	80.171	80.171	80.171	80.249
S1	79.863	79.863	80.326	80.017
S2	79.321	79.321	80.248
S3	78.471	79.013	80.170
S4	77.621	78.163	79.937

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.830	80.210	1.620	2.0%	0.458	0.6%	82%	True	False	37,136
10	81.830	79.145	2.685	3.3%	0.437	0.5%	89%	True	False	32,455
20	81.830	78.665	3.165	3.9%	0.423	0.5%	91%	True	False	25,759
40	81.830	78.665	3.165	3.9%	0.477	0.6%	91%	True	False	23,637
60	81.830	78.420	3.410	4.2%	0.515	0.6%	91%	True	False	19,273
80	81.830	78.420	3.410	4.2%	0.460	0.6%	91%	True	False	14,467
100	82.286	78.420	3.866	4.7%	0.396	0.5%	81%	False	False	11,575

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	0.093
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.658
2.618	82.956
1.618	82.526
1.000	82.260
0.618	82.096
HIGH	81.830
0.618	81.666
0.500	81.615
0.382	81.564
LOW	81.400
0.618	81.134
1.000	80.970
1.618	80.704
2.618	80.274
4.250	79.573

Fisher Pivots for day following 17-May-2012
Pivot	1 day	3 day
R1	81.615	81.437
PP	81.590	81.333
S1	81.565	81.230

Download as Excel Spreadsheet

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

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