ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	82.630	82.445	-0.185	-0.2%	82.885
High	82.755	82.590	-0.165	-0.2%	83.150
Low	82.350	81.920	-0.430	-0.5%	81.960
Close	82.449	82.057	-0.392	-0.5%	82.562
Range	0.405	0.670	0.265	65.4%	1.190
ATR	0.606	0.611	0.005	0.8%	0.000
Volume	41,575	44,597	3,022	7.3%	146,531

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.199	83.798	82.426
R3	83.529	83.128	82.241
R2	82.859	82.859	82.180
R1	82.458	82.458	82.118	82.324
PP	82.189	82.189	82.189	82.122
S1	81.788	81.788	81.996	81.654
S2	81.519	81.519	81.934
S3	80.849	81.118	81.873
S4	80.179	80.448	81.689

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.127	85.535	83.217
R3	84.937	84.345	82.889
R2	83.747	83.747	82.780
R1	83.155	83.155	82.671	82.856
PP	82.557	82.557	82.557	82.408
S1	81.965	81.965	82.453	81.666
S2	81.367	81.367	82.344
S3	80.177	80.775	82.235
S4	78.987	79.585	81.908

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.945	81.720	1.225	1.5%	0.635	0.8%	28%	False	False	34,885
10	83.670	81.720	1.950	2.4%	0.661	0.8%	17%	False	False	35,269
20	83.670	81.025	2.645	3.2%	0.623	0.8%	39%	False	False	34,335
40	83.670	78.665	5.005	6.1%	0.524	0.6%	68%	False	False	28,782
60	83.670	78.665	5.005	6.1%	0.528	0.6%	68%	False	False	26,267
80	83.670	78.420	5.250	6.4%	0.542	0.7%	69%	False	False	21,967
100	83.670	78.420	5.250	6.4%	0.485	0.6%	69%	False	False	17,582
120	83.670	78.420	5.250	6.4%	0.427	0.5%	69%	False	False	14,652

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	0.184
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.438
2.618	84.344
1.618	83.674
1.000	83.260
0.618	83.004
HIGH	82.590
0.618	82.334
0.500	82.255
0.382	82.176
LOW	81.920
0.618	81.506
1.000	81.250
1.618	80.836
2.618	80.166
4.250	79.073

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	82.255	82.238
PP	82.189	82.177
S1	82.123	82.117

Download as Excel Spreadsheet

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

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