ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 24-Apr-2012

Day Change Summary
	Previous	Current
	23-Apr-2012	24-Apr-2012	Change	Change %	Previous Week
Open	79.905	80.035	0.130	0.2%	80.335
High	80.055	80.035	-0.020	0.0%	80.335
Low	79.905	79.635	-0.270	-0.3%	79.695
Close	79.961	79.766	-0.195	-0.2%	79.723
Range	0.150	0.400	0.250	166.7%	0.640
ATR	0.311	0.318	0.006	2.0%	0.000
Volume	17	108	91	535.3%	145

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.012	80.789	79.986
R3	80.612	80.389	79.876
R2	80.212	80.212	79.839
R1	79.989	79.989	79.803	79.901
PP	79.812	79.812	79.812	79.768
S1	79.589	79.589	79.729	79.501
S2	79.412	79.412	79.693
S3	79.012	79.189	79.656
S4	78.612	78.789	79.546

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	79.635	0.665	0.8%	0.265	0.3%	20%	False	True	39
10	80.340	79.635	0.705	0.9%	0.227	0.3%	19%	False	True	29
20	80.705	79.275	1.430	1.8%	0.193	0.2%	34%	False	False	23

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	0.006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.735
2.618	81.082
1.618	80.682
1.000	80.435
0.618	80.282
HIGH	80.035
0.618	79.882
0.500	79.835
0.382	79.788
LOW	79.635
0.618	79.388
1.000	79.235
1.618	78.988
2.618	78.588
4.250	77.935

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	79.835	79.868
PP	79.812	79.834
S1	79.789	79.800

Download as Excel Spreadsheet

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

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