ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 11-May-2012

Day Change Summary
	Previous	Current
	10-May-2012	11-May-2012	Change	Change %	Previous Week
Open	80.535	80.645	0.110	0.1%	80.250
High	80.535	80.715	0.180	0.2%	80.715
Low	80.395	80.540	0.145	0.2%	79.995
Close	80.552	80.754	0.202	0.3%	80.754
Range	0.140	0.175	0.035	25.0%	0.720
ATR	0.309	0.299	-0.010	-3.1%	0.000
Volume	15	15	0	0.0%	138

Daily Pivots for day following 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.195	81.149	80.850
R3	81.020	80.974	80.802
R2	80.845	80.845	80.786
R1	80.799	80.799	80.770	80.822
PP	80.670	80.670	80.670	80.681
S1	80.624	80.624	80.738	80.647
S2	80.495	80.495	80.722
S3	80.320	80.449	80.706
S4	80.145	80.274	80.658

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.648	82.421	81.150
R3	81.928	81.701	80.952
R2	81.208	81.208	80.886
R1	80.981	80.981	80.820	81.095
PP	80.488	80.488	80.488	80.545
S1	80.261	80.261	80.688	80.375
S2	79.768	79.768	80.622
S3	79.048	79.541	80.556
S4	78.328	78.821	80.358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.715	79.995	0.720	0.9%	0.238	0.3%	105%	True	False	27
10	80.715	79.025	1.690	2.1%	0.207	0.3%	102%	True	False	19
20	80.715	79.025	1.690	2.1%	0.231	0.3%	102%	True	False	45
40	80.715	79.025	1.690	2.1%	0.191	0.2%	102%	True	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	0.035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.459
2.618	81.173
1.618	80.998
1.000	80.890
0.618	80.823
HIGH	80.715
0.618	80.648
0.500	80.628
0.382	80.607
LOW	80.540
0.618	80.432
1.000	80.365
1.618	80.257
2.618	80.082
4.250	79.796

Fisher Pivots for day following 11-May-2012
Pivot	1 day	3 day
R1	80.712	80.675
PP	80.670	80.596
S1	80.628	80.518

Download as Excel Spreadsheet

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

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