ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	82.650	82.585	-0.065	-0.1%	81.510
High	82.865	82.905	0.040	0.0%	82.670
Low	82.430	82.470	0.040	0.0%	81.390
Close	82.539	82.810	0.271	0.3%	82.442
Range	0.435	0.435	0.000	0.0%	1.280
ATR	0.593	0.582	-0.011	-1.9%	0.000
Volume	25,699	19,498	-6,201	-24.1%	157,254

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.033	83.857	83.049
R3	83.598	83.422	82.930
R2	83.163	83.163	82.890
R1	82.987	82.987	82.850	83.075
PP	82.728	82.728	82.728	82.773
S1	82.552	82.552	82.770	82.640
S2	82.293	82.293	82.730
S3	81.858	82.117	82.690
S4	81.423	81.682	82.571

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	82.905	81.660	1.245	1.5%	0.504	0.6%	92%	True	False	23,080
10	82.905	81.390	1.515	1.8%	0.613	0.7%	94%	True	False	27,775
20	84.000	81.390	2.610	3.2%	0.635	0.8%	54%	False	False	17,580
40	84.000	79.510	4.490	5.4%	0.514	0.6%	73%	False	False	8,843
60	84.000	79.025	4.975	6.0%	0.404	0.5%	76%	False	False	5,909

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.130

Fibonacci Retracements and Extensions
4.250	84.754
2.618	84.044
1.618	83.609
1.000	83.340
0.618	83.174
HIGH	82.905
0.618	82.739
0.500	82.688
0.382	82.636
LOW	82.470
0.618	82.201
1.000	82.035
1.618	81.766
2.618	81.331
4.250	80.621

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	82.769	82.763
PP	82.728	82.715
S1	82.688	82.668

Download as Excel Spreadsheet

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

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