ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	82.125	81.905	-0.220	-0.3%	82.000
High	82.295	81.935	-0.360	-0.4%	82.755
Low	81.805	81.255	-0.550	-0.7%	81.255
Close	81.988	81.605	-0.383	-0.5%	81.605
Range	0.490	0.680	0.190	38.8%	1.500
ATR	0.602	0.611	0.009	1.6%	0.000
Volume	29,401	12,983	-16,418	-55.8%	159,512

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.638	83.302	81.979
R3	82.958	82.622	81.792
R2	82.278	82.278	81.730
R1	81.942	81.942	81.667	81.770
PP	81.598	81.598	81.598	81.513
S1	81.262	81.262	81.543	81.090
S2	80.918	80.918	81.480
S3	80.238	80.582	81.418
S4	79.558	79.902	81.231

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.372	85.488	82.430
R3	84.872	83.988	82.018
R2	83.372	83.372	81.880
R1	82.488	82.488	81.743	82.180
PP	81.872	81.872	81.872	81.718
S1	80.988	80.988	81.468	80.680
S2	80.372	80.372	81.330
S3	78.872	79.488	81.193
S4	77.372	77.988	80.780

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.755	81.255	1.500	1.8%	0.635	0.8%	23%	False	True	31,902
10	83.150	81.255	1.895	2.3%	0.632	0.8%	18%	False	True	30,604
20	83.670	81.025	2.645	3.2%	0.640	0.8%	22%	False	False	32,159
40	83.670	78.665	5.005	6.1%	0.531	0.7%	59%	False	False	28,959
60	83.670	78.665	5.005	6.1%	0.531	0.7%	59%	False	False	26,478
80	83.670	78.420	5.250	6.4%	0.546	0.7%	61%	False	False	22,495
100	83.670	78.420	5.250	6.4%	0.496	0.6%	61%	False	False	18,005
120	83.670	78.420	5.250	6.4%	0.436	0.5%	61%	False	False	15,006

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.141
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.825
2.618	83.715
1.618	83.035
1.000	82.615
0.618	82.355
HIGH	81.935
0.618	81.675
0.500	81.595
0.382	81.515
LOW	81.255
0.618	80.835
1.000	80.575
1.618	80.155
2.618	79.475
4.250	78.365

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	81.602	81.923
PP	81.598	81.817
S1	81.595	81.711

Download as Excel Spreadsheet

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

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