ICE US Dollar Index Future September 2012

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

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	83.835	84.135	0.300	0.4%	83.400
High	84.245	84.175	-0.070	-0.1%	83.770
Low	83.760	83.625	-0.135	-0.2%	82.800
Close	84.145	83.641	-0.504	-0.6%	83.573
Range	0.485	0.550	0.065	13.4%	0.970
ATR	0.583	0.581	-0.002	-0.4%	0.000
Volume	18,639	18,754	115	0.6%	91,078

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.464	85.102	83.944
R3	84.914	84.552	83.792
R2	84.364	84.364	83.742
R1	84.002	84.002	83.691	83.908
PP	83.814	83.814	83.814	83.767
S1	83.452	83.452	83.591	83.358
S2	83.264	83.264	83.540
S3	82.714	82.902	83.490
S4	82.164	82.352	83.339

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	84.245	82.800	1.445	1.7%	0.520	0.6%	58%	False	False	20,294
10	84.245	82.800	1.445	1.7%	0.528	0.6%	58%	False	False	19,348
20	84.245	81.560	2.685	3.2%	0.575	0.7%	78%	False	False	21,829
40	84.245	81.390	2.855	3.4%	0.609	0.7%	79%	False	False	19,229
60	84.245	79.510	4.735	5.7%	0.527	0.6%	87%	False	False	12,847
80	84.245	79.025	5.220	6.2%	0.445	0.5%	88%	False	False	9,646

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.101
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.513
2.618	85.615
1.618	85.065
1.000	84.725
0.618	84.515
HIGH	84.175
0.618	83.965
0.500	83.900
0.382	83.835
LOW	83.625
0.618	83.285
1.000	83.075
1.618	82.735
2.618	82.185
4.250	81.288

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	83.900	83.935
PP	83.814	83.837
S1	83.727	83.739

Download as Excel Spreadsheet

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

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