ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 09-Aug-2012

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	82.375	82.355	-0.020	0.0%	82.755
High	82.570	82.865	0.295	0.4%	83.610
Low	82.295	82.270	-0.025	0.0%	82.225
Close	82.439	82.710	0.271	0.3%	82.446
Range	0.275	0.595	0.320	116.4%	1.385
ATR	0.628	0.625	-0.002	-0.4%	0.000
Volume	15,854	17,787	1,933	12.2%	111,093

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.400	84.150	83.037
R3	83.805	83.555	82.874
R2	83.210	83.210	82.819
R1	82.960	82.960	82.765	83.085
PP	82.615	82.615	82.615	82.678
S1	82.365	82.365	82.655	82.490
S2	82.020	82.020	82.601
S3	81.425	81.770	82.546
S4	80.830	81.175	82.383

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.915	86.066	83.208
R3	85.530	84.681	82.827
R2	84.145	84.145	82.700
R1	83.296	83.296	82.573	83.028
PP	82.760	82.760	82.760	82.627
S1	81.911	81.911	82.319	81.643
S2	81.375	81.375	82.192
S3	79.990	80.526	82.065
S4	78.605	79.141	81.684

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.470	82.065	1.405	1.7%	0.568	0.7%	46%	False	False	17,951
10	83.610	82.065	1.545	1.9%	0.631	0.8%	42%	False	False	21,077
20	84.245	82.065	2.180	2.6%	0.619	0.7%	30%	False	False	21,054
40	84.245	81.390	2.855	3.5%	0.617	0.7%	46%	False	False	23,532
60	84.245	81.390	2.855	3.5%	0.607	0.7%	46%	False	False	16,950
80	84.245	79.025	5.220	6.3%	0.518	0.6%	71%	False	False	12,724
100	84.245	79.025	5.220	6.3%	0.448	0.5%	71%	False	False	10,182

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	0.143
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.394
2.618	84.423
1.618	83.828
1.000	83.460
0.618	83.233
HIGH	82.865
0.618	82.638
0.500	82.568
0.382	82.497
LOW	82.270
0.618	81.902
1.000	81.675
1.618	81.307
2.618	80.712
4.250	79.741

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	82.663	82.628
PP	82.615	82.547
S1	82.568	82.465

Download as Excel Spreadsheet

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

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