ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	80.645	80.760	0.115	0.1%	80.250
High	80.715	81.190	0.475	0.6%	80.715
Low	80.540	80.760	0.220	0.3%	79.995
Close	80.754	81.073	0.319	0.4%	80.754
Range	0.175	0.430	0.255	145.7%	0.720
ATR	0.299	0.309	0.010	3.3%	0.000
Volume	15	20	5	33.3%	138

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.298	82.115	81.310
R3	81.868	81.685	81.191
R2	81.438	81.438	81.152
R1	81.255	81.255	81.112	81.347
PP	81.008	81.008	81.008	81.053
S1	80.825	80.825	81.034	80.917
S2	80.578	80.578	80.994
S3	80.148	80.395	80.955
S4	79.718	79.965	80.837

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	81.190	80.190	1.000	1.2%	0.260	0.3%	88%	True	False	24
10	81.190	79.025	2.165	2.7%	0.229	0.3%	95%	True	False	16
20	81.190	79.025	2.165	2.7%	0.243	0.3%	95%	True	False	45
40	81.190	79.025	2.165	2.7%	0.202	0.2%	95%	True	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	83.018
2.618	82.316
1.618	81.886
1.000	81.620
0.618	81.456
HIGH	81.190
0.618	81.026
0.500	80.975
0.382	80.924
LOW	80.760
0.618	80.494
1.000	80.330
1.618	80.064
2.618	79.634
4.250	78.933

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	81.040	80.980
PP	81.008	80.886
S1	80.975	80.793

Download as Excel Spreadsheet

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

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