ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	82.885	82.495	-0.390	-0.5%	82.415
High	83.150	83.035	-0.115	-0.1%	83.670
Low	82.545	82.400	-0.145	-0.2%	82.130
Close	82.661	82.913	0.252	0.3%	82.973
Range	0.605	0.635	0.030	5.0%	1.540
ATR	0.569	0.573	0.005	0.8%	0.000
Volume	26,976	28,854	1,878	7.0%	143,279

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.688	84.435	83.262
R3	84.053	83.800	83.088
R2	83.418	83.418	83.029
R1	83.165	83.165	82.971	83.292
PP	82.783	82.783	82.783	82.846
S1	82.530	82.530	82.855	82.657
S2	82.148	82.148	82.797
S3	81.513	81.895	82.738
S4	80.878	81.260	82.564

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	87.544	86.799	83.820
R3	86.004	85.259	83.397
R2	84.464	84.464	83.255
R1	83.719	83.719	83.114	84.092
PP	82.924	82.924	82.924	83.111
S1	82.179	82.179	82.832	82.552
S2	81.384	81.384	82.691
S3	79.844	80.639	82.550
S4	78.304	79.099	82.126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.670	82.400	1.270	1.5%	0.661	0.8%	40%	False	True	34,758
10	83.670	81.095	2.575	3.1%	0.641	0.8%	71%	False	False	33,291
20	83.670	79.670	4.000	4.8%	0.555	0.7%	81%	False	False	33,556
40	83.670	78.665	5.005	6.0%	0.506	0.6%	85%	False	False	26,848
60	83.670	78.665	5.005	6.0%	0.524	0.6%	85%	False	False	25,592
80	83.670	78.420	5.250	6.3%	0.528	0.6%	86%	False	False	19,377
100	83.670	78.420	5.250	6.3%	0.455	0.5%	86%	False	False	15,504
120	83.670	78.420	5.250	6.3%	0.394	0.5%	86%	False	False	12,921

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	0.194
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.734
2.618	84.697
1.618	84.062
1.000	83.670
0.618	83.427
HIGH	83.035
0.618	82.792
0.500	82.718
0.382	82.643
LOW	82.400
0.618	82.008
1.000	81.765
1.618	81.373
2.618	80.738
4.250	79.701

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	82.848	83.035
PP	82.783	82.994
S1	82.718	82.954

Download as Excel Spreadsheet

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

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