ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	81.615	81.700	0.085	0.1%	82.560
High	81.730	81.840	0.110	0.1%	82.765
Low	81.505	81.275	-0.230	-0.3%	81.220
Close	81.691	81.381	-0.310	-0.4%	81.603
Range	0.225	0.565	0.340	151.1%	1.545
ATR	0.512	0.516	0.004	0.7%	0.000
Volume	9,523	12,832	3,309	34.7%	103,148

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.194	82.852	81.692
R3	82.629	82.287	81.536
R2	82.064	82.064	81.485
R1	81.722	81.722	81.433	81.611
PP	81.499	81.499	81.499	81.443
S1	81.157	81.157	81.329	81.046
S2	80.934	80.934	81.277
S3	80.369	80.592	81.226
S4	79.804	80.027	81.070

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.498	85.595	82.453
R3	84.953	84.050	82.028
R2	83.408	83.408	81.886
R1	82.505	82.505	81.745	82.184
PP	81.863	81.863	81.863	81.702
S1	80.960	80.960	81.461	80.639
S2	80.318	80.318	81.320
S3	78.773	79.415	81.178
S4	77.228	77.870	80.753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.135	81.220	0.915	1.1%	0.431	0.5%	18%	False	False	17,403
10	82.960	81.220	1.740	2.1%	0.456	0.6%	9%	False	False	17,312
20	83.610	81.220	2.390	2.9%	0.540	0.7%	7%	False	False	18,312
40	84.245	81.220	3.025	3.7%	0.549	0.7%	5%	False	False	19,833
60	84.245	81.220	3.025	3.7%	0.588	0.7%	5%	False	False	20,531
80	84.245	80.190	4.055	5.0%	0.551	0.7%	29%	False	False	15,447
100	84.245	79.025	5.220	6.4%	0.484	0.6%	45%	False	False	12,366

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	0.113
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.241
2.618	83.319
1.618	82.754
1.000	82.405
0.618	82.189
HIGH	81.840
0.618	81.624
0.500	81.558
0.382	81.491
LOW	81.275
0.618	80.926
1.000	80.710
1.618	80.361
2.618	79.796
4.250	78.874

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	81.558	81.558
PP	81.499	81.499
S1	81.440	81.440

Download as Excel Spreadsheet

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

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