ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 29-Mar-2012

Day Change Summary
	Previous	Current
	28-Mar-2012	29-Mar-2012	Change	Change %	Previous Week
Open	79.655	79.675	0.020	0.0%	80.400
High	79.655	79.710	0.055	0.1%	80.400
Low	79.655	79.675	0.020	0.0%	80.010
Close	79.699	79.732	0.033	0.0%	79.971
Range	0.000	0.035	0.035		0.390
ATR
Volume	1	1	0	0.0%	18

Daily Pivots for day following 29-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	79.811	79.806	79.751
R3	79.776	79.771	79.742
R2	79.741	79.741	79.738
R1	79.736	79.736	79.735	79.739
PP	79.706	79.706	79.706	79.707
S1	79.701	79.701	79.729	79.704
S2	79.671	79.671	79.726
S3	79.636	79.666	79.722
S4	79.601	79.631	79.713

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.297	81.024	80.186
R3	80.907	80.634	80.078
R2	80.517	80.517	80.043
R1	80.244	80.244	80.007	80.186
PP	80.127	80.127	80.127	80.098
S1	79.854	79.854	79.935	79.796
S2	79.737	79.737	79.900
S3	79.347	79.464	79.864
S4	78.957	79.074	79.757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.240	79.450	0.790	1.0%	0.144	0.2%	36%	False	False	7
10	80.545	79.450	1.095	1.4%	0.110	0.1%	26%	False	False	5

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	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.859
2.618	79.802
1.618	79.767
1.000	79.745
0.618	79.732
HIGH	79.710
0.618	79.697
0.500	79.693
0.382	79.688
LOW	79.675
0.618	79.653
1.000	79.640
1.618	79.618
2.618	79.583
4.250	79.526

Fisher Pivots for day following 29-Mar-2012
Pivot	1 day	3 day
R1	79.719	79.683
PP	79.706	79.634
S1	79.693	79.585

Download as Excel Spreadsheet

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

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