ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 27-Apr-2012

Day Change Summary
	Previous	Current
	26-Apr-2012	27-Apr-2012	Change	Change %	Previous Week
Open	79.495	79.385	-0.110	-0.1%	79.905
High	79.560	79.385	-0.175	-0.2%	80.055
Low	79.365	79.045	-0.320	-0.4%	79.045
Close	79.371	79.127	-0.244	-0.3%	79.127
Range	0.195	0.340	0.145	74.4%	1.010
ATR	0.306	0.308	0.002	0.8%	0.000
Volume	75	75	0	0.0%	569

Daily Pivots for day following 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.206	80.006	79.314
R3	79.866	79.666	79.221
R2	79.526	79.526	79.189
R1	79.326	79.326	79.158	79.256
PP	79.186	79.186	79.186	79.151
S1	78.986	78.986	79.096	78.916
S2	78.846	78.846	79.065
S3	78.506	78.646	79.034
S4	78.166	78.306	78.940

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.439	81.793	79.683
R3	81.429	80.783	79.405
R2	80.419	80.419	79.312
R1	79.773	79.773	79.220	79.591
PP	79.409	79.409	79.409	79.318
S1	78.763	78.763	79.034	78.581
S2	78.399	78.399	78.942
S3	77.389	77.753	78.849
S4	76.379	76.743	78.572

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.055	79.045	1.010	1.3%	0.266	0.3%	8%	False	True	113
10	80.335	79.045	1.290	1.6%	0.255	0.3%	6%	False	True	71
20	80.705	79.045	1.660	2.1%	0.218	0.3%	5%	False	True	45

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	0.019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.830
2.618	80.275
1.618	79.935
1.000	79.725
0.618	79.595
HIGH	79.385
0.618	79.255
0.500	79.215
0.382	79.175
LOW	79.045
0.618	78.835
1.000	78.705
1.618	78.495
2.618	78.155
4.250	77.600

Fisher Pivots for day following 27-Apr-2012
Pivot	1 day	3 day
R1	79.215	79.393
PP	79.186	79.304
S1	79.156	79.216

Download as Excel Spreadsheet

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

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