ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	82.490	82.650	0.160	0.2%	81.510
High	82.825	82.865	0.040	0.0%	82.670
Low	82.460	82.430	-0.030	0.0%	81.390
Close	82.662	82.539	-0.123	-0.1%	82.442
Range	0.365	0.435	0.070	19.2%	1.280
ATR	0.606	0.593	-0.012	-2.0%	0.000
Volume	18,422	25,699	7,277	39.5%	157,254

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.916	83.663	82.778
R3	83.481	83.228	82.659
R2	83.046	83.046	82.619
R1	82.793	82.793	82.579	82.702
PP	82.611	82.611	82.611	82.566
S1	82.358	82.358	82.499	82.267
S2	82.176	82.176	82.459
S3	81.741	81.923	82.419
S4	81.306	81.488	82.300

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	82.865	81.405	1.460	1.8%	0.528	0.6%	78%	True	False	27,678
10	83.045	81.390	1.655	2.0%	0.638	0.8%	69%	False	False	28,329
20	84.000	81.390	2.610	3.2%	0.642	0.8%	44%	False	False	16,630
40	84.000	79.510	4.490	5.4%	0.503	0.6%	67%	False	False	8,356
60	84.000	79.025	4.975	6.0%	0.402	0.5%	71%	False	False	5,585

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.134
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.714
2.618	84.004
1.618	83.569
1.000	83.300
0.618	83.134
HIGH	82.865
0.618	82.699
0.500	82.648
0.382	82.596
LOW	82.430
0.618	82.161
1.000	81.995
1.618	81.726
2.618	81.291
4.250	80.581

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	82.648	82.603
PP	82.611	82.581
S1	82.575	82.560

Download as Excel Spreadsheet

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

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