ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 17-May-2012

Day Change Summary
	Previous	Current
	16-May-2012	17-May-2012	Change	Change %	Previous Week
Open	81.820	81.810	-0.010	0.0%	80.250
High	82.000	82.110	0.110	0.1%	80.715
Low	81.775	81.720	-0.055	-0.1%	79.995
Close	81.879	81.880	0.001	0.0%	80.754
Range	0.225	0.390	0.165	73.3%	0.720
ATR	0.330	0.334	0.004	1.3%	0.000
Volume	42	40	-2	-4.8%	138

Daily Pivots for day following 17-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.073	82.867	82.095
R3	82.683	82.477	81.987
R2	82.293	82.293	81.952
R1	82.087	82.087	81.916	82.190
PP	81.903	81.903	81.903	81.955
S1	81.697	81.697	81.844	81.800
S2	81.513	81.513	81.809
S3	81.123	81.307	81.773
S4	80.733	80.917	81.666

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	82.110	80.540	1.570	1.9%	0.311	0.4%	85%	True	False	28
10	82.110	79.510	2.600	3.2%	0.293	0.4%	91%	True	False	26
20	82.110	79.025	3.085	3.8%	0.259	0.3%	93%	True	False	46
40	82.110	79.025	3.085	3.8%	0.219	0.3%	93%	True	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.040
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.768
2.618	83.131
1.618	82.741
1.000	82.500
0.618	82.351
HIGH	82.110
0.618	81.961
0.500	81.915
0.382	81.869
LOW	81.720
0.618	81.479
1.000	81.330
1.618	81.089
2.618	80.699
4.250	80.063

Fisher Pivots for day following 17-May-2012
Pivot	1 day	3 day
R1	81.915	81.840
PP	81.903	81.800
S1	81.892	81.760

Download as Excel Spreadsheet

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

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