ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	83.105	83.015	-0.090	-0.1%	83.400
High	83.255	83.665	0.410	0.5%	83.770
Low	82.800	82.975	0.175	0.2%	82.800
Close	82.980	83.573	0.593	0.7%	83.573
Range	0.455	0.690	0.235	51.6%	0.970
ATR	0.585	0.593	0.007	1.3%	0.000
Volume	18,933	22,200	3,267	17.3%	91,078

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.474	85.214	83.953
R3	84.784	84.524	83.763
R2	84.094	84.094	83.700
R1	83.834	83.834	83.636	83.964
PP	83.404	83.404	83.404	83.470
S1	83.144	83.144	83.510	83.274
S2	82.714	82.714	83.447
S3	82.024	82.454	83.383
S4	81.334	81.764	83.194

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.291	85.902	84.107
R3	85.321	84.932	83.840
R2	84.351	84.351	83.751
R1	83.962	83.962	83.662	84.157
PP	83.381	83.381	83.381	83.478
S1	82.992	82.992	83.484	83.187
S2	82.411	82.411	83.395
S3	81.441	82.022	83.306
S4	80.471	81.052	83.040

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.770	82.800	0.970	1.2%	0.572	0.7%	80%	False	False	18,215
10	83.985	82.800	1.185	1.4%	0.521	0.6%	65%	False	False	19,482
20	83.985	81.560	2.425	2.9%	0.559	0.7%	83%	False	False	22,123
40	84.000	81.390	2.610	3.1%	0.606	0.7%	84%	False	False	17,740
60	84.000	79.025	4.975	6.0%	0.514	0.6%	91%	False	False	11,843
80	84.000	79.025	4.975	6.0%	0.439	0.5%	91%	False	False	8,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.133
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	86.598
2.618	85.471
1.618	84.781
1.000	84.355
0.618	84.091
HIGH	83.665
0.618	83.401
0.500	83.320
0.382	83.239
LOW	82.975
0.618	82.549
1.000	82.285
1.618	81.859
2.618	81.169
4.250	80.043

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	83.489	83.460
PP	83.404	83.346
S1	83.320	83.233

Download as Excel Spreadsheet

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

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