ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	82.865	82.780	-0.085	-0.1%	83.750
High	82.935	83.270	0.335	0.4%	84.245
Low	82.560	82.540	-0.020	0.0%	82.400
Close	82.710	83.178	0.468	0.6%	82.765
Range	0.375	0.730	0.355	94.7%	1.845
ATR	0.589	0.599	0.010	1.7%	0.000
Volume	14,739	20,038	5,299	36.0%	130,374

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.186	84.912	83.580
R3	84.456	84.182	83.379
R2	83.726	83.726	83.312
R1	83.452	83.452	83.245	83.589
PP	82.996	82.996	82.996	83.065
S1	82.722	82.722	83.111	82.859
S2	82.266	82.266	83.044
S3	81.536	81.992	82.977
S4	80.806	81.262	82.777

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	88.672	87.563	83.780
R3	86.827	85.718	83.272
R2	84.982	84.982	83.103
R1	83.873	83.873	82.934	83.505
PP	83.137	83.137	83.137	82.953
S1	82.028	82.028	82.596	81.660
S2	81.292	81.292	82.427
S3	79.447	80.183	82.258
S4	77.602	78.338	81.750

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.850	82.400	1.450	1.7%	0.655	0.8%	54%	False	False	23,755
10	84.245	82.400	1.845	2.2%	0.588	0.7%	42%	False	False	22,025
20	84.245	82.180	2.065	2.5%	0.578	0.7%	48%	False	False	21,607
40	84.245	81.390	2.855	3.4%	0.613	0.7%	63%	False	False	22,067
60	84.245	80.320	3.925	4.7%	0.564	0.7%	73%	False	False	14,825
80	84.245	79.025	5.220	6.3%	0.479	0.6%	80%	False	False	11,130
100	84.245	79.025	5.220	6.3%	0.409	0.5%	80%	False	False	8,906

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.090
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	86.373
2.618	85.181
1.618	84.451
1.000	84.000
0.618	83.721
HIGH	83.270
0.618	82.991
0.500	82.905
0.382	82.819
LOW	82.540
0.618	82.089
1.000	81.810
1.618	81.359
2.618	80.629
4.250	79.438

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	83.087	83.087
PP	82.996	82.996
S1	82.905	82.905

Download as Excel Spreadsheet

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

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