ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 09-May-2012

Day Change Summary
	Previous	Current
	08-May-2012	09-May-2012	Change	Change %	Previous Week
Open	80.420	80.320	-0.100	-0.1%	79.105
High	80.420	80.645	0.225	0.3%	79.870
Low	80.190	80.320	0.130	0.2%	79.025
Close	80.174	80.547	0.373	0.5%	79.907
Range	0.230	0.325	0.095	41.3%	0.845
ATR	0.309	0.321	0.012	3.7%	0.000
Volume	52	20	-32	-61.5%	53

Daily Pivots for day following 09-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.479	81.338	80.726
R3	81.154	81.013	80.636
R2	80.829	80.829	80.607
R1	80.688	80.688	80.577	80.759
PP	80.504	80.504	80.504	80.539
S1	80.363	80.363	80.517	80.434
S2	80.179	80.179	80.487
S3	79.854	80.038	80.458
S4	79.529	79.713	80.368

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.136	81.866	80.372
R3	81.291	81.021	80.139
R2	80.446	80.446	80.062
R1	80.176	80.176	79.984	80.311
PP	79.601	79.601	79.601	79.668
S1	79.331	79.331	79.830	79.466
S2	78.756	78.756	79.752
S3	77.911	78.486	79.675
S4	77.066	77.641	79.442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.645	79.510	1.135	1.4%	0.280	0.3%	91%	True	False	22
10	80.645	79.025	1.620	2.0%	0.229	0.3%	94%	True	False	31
20	80.645	79.025	1.620	2.0%	0.240	0.3%	94%	True	False	45
40	80.965	79.025	1.940	2.4%	0.186	0.2%	78%	False	False	28

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	0.034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.026
2.618	81.496
1.618	81.171
1.000	80.970
0.618	80.846
HIGH	80.645
0.618	80.521
0.500	80.483
0.382	80.444
LOW	80.320
0.618	80.119
1.000	79.995
1.618	79.794
2.618	79.469
4.250	78.939

Fisher Pivots for day following 09-May-2012
Pivot	1 day	3 day
R1	80.526	80.471
PP	80.504	80.396
S1	80.483	80.320

Download as Excel Spreadsheet

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

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