ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	80.015	80.100	0.085	0.1%	80.335
High	80.280	80.100	-0.180	-0.2%	80.335
Low	80.015	79.695	-0.320	-0.4%	79.695
Close	80.107	79.723	-0.384	-0.5%	79.723
Range	0.265	0.405	0.140	52.8%	0.640
ATR	0.302	0.310	0.008	2.6%	0.000
Volume	3	38	35	1,166.7%	145

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.054	80.794	79.946
R3	80.649	80.389	79.834
R2	80.244	80.244	79.797
R1	79.984	79.984	79.760	79.912
PP	79.839	79.839	79.839	79.803
S1	79.579	79.579	79.686	79.507
S2	79.434	79.434	79.649
S3	79.029	79.174	79.612
S4	78.624	78.769	79.500

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.838	81.420	80.075
R3	81.198	80.780	79.899
R2	80.558	80.558	79.840
R1	80.140	80.140	79.782	80.029
PP	79.918	79.918	79.918	79.862
S1	79.500	79.500	79.664	79.389
S2	79.278	79.278	79.606
S3	78.638	78.860	79.547
S4	77.998	78.220	79.371

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.335	79.695	0.640	0.8%	0.244	0.3%	4%	False	True	29
10	80.460	79.695	0.765	1.0%	0.181	0.2%	4%	False	True	18
20	80.705	79.275	1.430	1.8%	0.188	0.2%	31%	False	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.006
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	81.821
2.618	81.160
1.618	80.755
1.000	80.505
0.618	80.350
HIGH	80.100
0.618	79.945
0.500	79.898
0.382	79.850
LOW	79.695
0.618	79.445
1.000	79.290
1.618	79.040
2.618	78.635
4.250	77.974

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	79.898	79.998
PP	79.839	79.906
S1	79.781	79.815

Download as Excel Spreadsheet

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

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