ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 23-Apr-2012

Day Change Summary
	Previous	Current
	20-Apr-2012	23-Apr-2012	Change	Change %	Previous Week
Open	80.100	79.905	-0.195	-0.2%	80.335
High	80.100	80.055	-0.045	-0.1%	80.335
Low	79.695	79.905	0.210	0.3%	79.695
Close	79.723	79.961	0.238	0.3%	79.723
Range	0.405	0.150	-0.255	-63.0%	0.640
ATR	0.310	0.311	0.002	0.5%	0.000
Volume	38	17	-21	-55.3%	145

Daily Pivots for day following 23-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.424	80.342	80.044
R3	80.274	80.192	80.002
R2	80.124	80.124	79.989
R1	80.042	80.042	79.975	80.083
PP	79.974	79.974	79.974	79.994
S1	79.892	79.892	79.947	79.933
S2	79.824	79.824	79.934
S3	79.674	79.742	79.920
S4	79.524	79.592	79.879

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	80.300	79.695	0.605	0.8%	0.236	0.3%	44%	False	False	31
10	80.460	79.695	0.765	1.0%	0.187	0.2%	35%	False	False	19
20	80.705	79.275	1.430	1.8%	0.187	0.2%	48%	False	False	18

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

Fibonacci Retracements and Extensions
4.250	80.693
2.618	80.448
1.618	80.298
1.000	80.205
0.618	80.148
HIGH	80.055
0.618	79.998
0.500	79.980
0.382	79.962
LOW	79.905
0.618	79.812
1.000	79.755
1.618	79.662
2.618	79.512
4.250	79.268

Fisher Pivots for day following 23-Apr-2012
Pivot	1 day	3 day
R1	79.980	79.988
PP	79.974	79.979
S1	79.967	79.970

Download as Excel Spreadsheet

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

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