ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 13-Aug-2012

Day Change Summary
	Previous	Current
	10-Aug-2012	13-Aug-2012	Change	Change %	Previous Week
Open	82.700	82.640	-0.060	-0.1%	82.405
High	82.945	82.765	-0.180	-0.2%	82.945
Low	82.500	82.285	-0.215	-0.3%	82.065
Close	82.631	82.486	-0.145	-0.2%	82.631
Range	0.445	0.480	0.035	7.9%	0.880
ATR	0.613	0.603	-0.009	-1.5%	0.000
Volume	16,660	13,095	-3,565	-21.4%	81,986

Daily Pivots for day following 13-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.952	83.699	82.750
R3	83.472	83.219	82.618
R2	82.992	82.992	82.574
R1	82.739	82.739	82.530	82.626
PP	82.512	82.512	82.512	82.455
S1	82.259	82.259	82.442	82.146
S2	82.032	82.032	82.398
S3	81.552	81.779	82.354
S4	81.072	81.299	82.222

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.187	84.789	83.115
R3	84.307	83.909	82.873
R2	83.427	83.427	82.792
R1	83.029	83.029	82.712	83.228
PP	82.547	82.547	82.547	82.647
S1	82.149	82.149	82.550	82.348
S2	81.667	81.667	82.470
S3	80.787	81.269	82.389
S4	79.907	80.389	82.147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.945	82.065	0.880	1.1%	0.431	0.5%	48%	False	False	15,989
10	83.610	82.065	1.545	1.9%	0.626	0.8%	27%	False	False	19,220
20	84.245	82.065	2.180	2.6%	0.605	0.7%	19%	False	False	20,600
40	84.245	81.390	2.855	3.5%	0.610	0.7%	38%	False	False	22,854
60	84.245	81.390	2.855	3.5%	0.606	0.7%	38%	False	False	17,443
80	84.245	79.025	5.220	6.3%	0.522	0.6%	66%	False	False	13,095
100	84.245	79.025	5.220	6.3%	0.455	0.6%	66%	False	False	10,480

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.160
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.805
2.618	84.022
1.618	83.542
1.000	83.245
0.618	83.062
HIGH	82.765
0.618	82.582
0.500	82.525
0.382	82.468
LOW	82.285
0.618	81.988
1.000	81.805
1.618	81.508
2.618	81.028
4.250	80.245

Fisher Pivots for day following 13-Aug-2012
Pivot	1 day	3 day
R1	82.525	82.608
PP	82.512	82.567
S1	82.499	82.527

Download as Excel Spreadsheet

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

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