ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 12-Apr-2012

Day Change Summary
	Previous	Current
	11-Apr-2012	12-Apr-2012	Change	Change %	Previous Week
Open	80.250	79.855	-0.395	-0.5%	79.470
High	80.250	79.950	-0.300	-0.4%	80.705
Low	80.250	79.795	-0.455	-0.6%	79.290
Close	80.363	79.819	-0.544	-0.7%	80.475
Range	0.000	0.155	0.155		1.415
ATR	0.276	0.297	0.021	7.6%	0.000
Volume	1	10	9	900.0%	143

Daily Pivots for day following 12-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.320	80.224	79.904
R3	80.165	80.069	79.862
R2	80.010	80.010	79.847
R1	79.914	79.914	79.833	79.885
PP	79.855	79.855	79.855	79.840
S1	79.759	79.759	79.805	79.730
S2	79.700	79.700	79.791
S3	79.545	79.604	79.776
S4	79.390	79.449	79.734

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.402	83.853	81.253
R3	82.987	82.438	80.864
R2	81.572	81.572	80.734
R1	81.023	81.023	80.605	81.298
PP	80.157	80.157	80.157	80.294
S1	79.608	79.608	80.345	79.883
S2	78.742	78.742	80.216
S3	77.327	78.193	80.086
S4	75.912	76.778	79.697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.475	79.795	0.680	0.9%	0.050	0.1%	4%	False	True	7
10	80.705	79.275	1.430	1.8%	0.172	0.2%	38%	False	False	18
20	80.705	79.275	1.430	1.8%	0.141	0.2%	38%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	80.609
2.618	80.356
1.618	80.201
1.000	80.105
0.618	80.046
HIGH	79.950
0.618	79.891
0.500	79.873
0.382	79.854
LOW	79.795
0.618	79.699
1.000	79.640
1.618	79.544
2.618	79.389
4.250	79.136

Fisher Pivots for day following 12-Apr-2012
Pivot	1 day	3 day
R1	79.873	80.128
PP	79.855	80.025
S1	79.837	79.922

Download as Excel Spreadsheet

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

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