ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	82.495	82.820	0.325	0.4%	82.415
High	83.035	82.905	-0.130	-0.2%	83.670
Low	82.400	82.170	-0.230	-0.3%	82.130
Close	82.913	82.379	-0.534	-0.6%	82.973
Range	0.635	0.735	0.100	15.7%	1.540
ATR	0.573	0.586	0.012	2.1%	0.000
Volume	28,854	33,403	4,549	15.8%	143,279

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.690	84.269	82.783
R3	83.955	83.534	82.581
R2	83.220	83.220	82.514
R1	82.799	82.799	82.446	82.642
PP	82.485	82.485	82.485	82.406
S1	82.064	82.064	82.312	81.907
S2	81.750	81.750	82.244
S3	81.015	81.329	82.177
S4	80.280	80.594	81.975

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	82.170	1.500	1.8%	0.687	0.8%	14%	False	True	35,653
10	83.670	81.710	1.960	2.4%	0.630	0.8%	34%	False	False	33,323
20	83.670	79.975	3.695	4.5%	0.572	0.7%	65%	False	False	33,951
40	83.670	78.665	5.005	6.1%	0.512	0.6%	74%	False	False	27,030
60	83.670	78.665	5.005	6.1%	0.531	0.6%	74%	False	False	25,977
80	83.670	78.420	5.250	6.4%	0.533	0.6%	75%	False	False	19,794
100	83.670	78.420	5.250	6.4%	0.463	0.6%	75%	False	False	15,838
120	83.670	78.420	5.250	6.4%	0.400	0.5%	75%	False	False	13,199

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	0.201
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.029
2.618	84.829
1.618	84.094
1.000	83.640
0.618	83.359
HIGH	82.905
0.618	82.624
0.500	82.538
0.382	82.451
LOW	82.170
0.618	81.716
1.000	81.435
1.618	80.981
2.618	80.246
4.250	79.046

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	82.538	82.660
PP	82.485	82.566
S1	82.432	82.473

Download as Excel Spreadsheet

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

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