ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	82.490	82.490	0.000	0.0%	81.510
High	82.670	82.825	0.155	0.2%	82.670
Low	82.340	82.460	0.120	0.1%	81.390
Close	82.442	82.662	0.220	0.3%	82.442
Range	0.330	0.365	0.035	10.6%	1.280
ATR	0.623	0.606	-0.017	-2.7%	0.000
Volume	22,108	18,422	-3,686	-16.7%	157,254

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.744	83.568	82.863
R3	83.379	83.203	82.762
R2	83.014	83.014	82.729
R1	82.838	82.838	82.695	82.926
PP	82.649	82.649	82.649	82.693
S1	82.473	82.473	82.629	82.561
S2	82.284	82.284	82.595
S3	81.919	82.108	82.562
S4	81.554	81.743	82.461

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.007	85.505	83.146
R3	84.727	84.225	82.794
R2	83.447	83.447	82.677
R1	82.945	82.945	82.559	83.196
PP	82.167	82.167	82.167	82.293
S1	81.665	81.665	82.325	81.916
S2	80.887	80.887	82.207
S3	79.607	80.385	82.090
S4	78.327	79.105	81.738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.825	81.390	1.435	1.7%	0.619	0.7%	89%	True	False	29,535
10	83.195	81.390	1.805	2.2%	0.635	0.8%	70%	False	False	28,059
20	84.000	81.390	2.610	3.2%	0.651	0.8%	49%	False	False	15,358
40	84.000	79.025	4.975	6.0%	0.496	0.6%	73%	False	False	7,713
60	84.000	79.025	4.975	6.0%	0.405	0.5%	73%	False	False	5,157

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.123
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.376
2.618	83.781
1.618	83.416
1.000	83.190
0.618	83.051
HIGH	82.825
0.618	82.686
0.500	82.643
0.382	82.599
LOW	82.460
0.618	82.234
1.000	82.095
1.618	81.869
2.618	81.504
4.250	80.909

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	82.656	82.522
PP	82.649	82.382
S1	82.643	82.243

Download as Excel Spreadsheet

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

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