ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	82.585	82.755	0.170	0.2%	81.510
High	82.905	83.070	0.165	0.2%	82.670
Low	82.470	82.410	-0.060	-0.1%	81.390
Close	82.810	83.007	0.197	0.2%	82.442
Range	0.435	0.660	0.225	51.7%	1.280
ATR	0.582	0.588	0.006	1.0%	0.000
Volume	19,498	31,155	11,657	59.8%	157,254

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.809	84.568	83.370
R3	84.149	83.908	83.189
R2	83.489	83.489	83.128
R1	83.248	83.248	83.068	83.369
PP	82.829	82.829	82.829	82.889
S1	82.588	82.588	82.947	82.709
S2	82.169	82.169	82.886
S3	81.509	81.928	82.826
S4	80.849	81.268	82.644

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	83.070	82.340	0.730	0.9%	0.445	0.5%	91%	True	False	23,376
10	83.070	81.390	1.680	2.0%	0.616	0.7%	96%	True	False	28,038
20	84.000	81.390	2.610	3.1%	0.649	0.8%	62%	False	False	19,113
40	84.000	79.510	4.490	5.4%	0.526	0.6%	78%	False	False	9,622
60	84.000	79.025	4.975	6.0%	0.412	0.5%	80%	False	False	6,428

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.145
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	85.875
2.618	84.798
1.618	84.138
1.000	83.730
0.618	83.478
HIGH	83.070
0.618	82.818
0.500	82.740
0.382	82.662
LOW	82.410
0.618	82.002
1.000	81.750
1.618	81.342
2.618	80.682
4.250	79.605

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	82.918	82.918
PP	82.829	82.829
S1	82.740	82.740

Download as Excel Spreadsheet

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

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