ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 30-Aug-2012

Day Change Summary
	Previous	Current
	29-Aug-2012	30-Aug-2012	Change	Change %	Previous Week
Open	81.365	81.570	0.205	0.3%	82.560
High	81.605	81.780	0.175	0.2%	82.765
Low	81.350	81.410	0.060	0.1%	81.220
Close	81.564	81.713	0.149	0.2%	81.603
Range	0.255	0.370	0.115	45.1%	1.545
ATR	0.498	0.488	-0.009	-1.8%	0.000
Volume	11,040	9,498	-1,542	-14.0%	103,148

Daily Pivots for day following 30-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.744	82.599	81.917
R3	82.374	82.229	81.815
R2	82.004	82.004	81.781
R1	81.859	81.859	81.747	81.932
PP	81.634	81.634	81.634	81.671
S1	81.489	81.489	81.679	81.562
S2	81.264	81.264	81.645
S3	80.894	81.119	81.611
S4	80.524	80.749	81.510

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	81.840	81.275	0.565	0.7%	0.360	0.4%	78%	False	False	11,676
10	82.825	81.220	1.605	2.0%	0.426	0.5%	31%	False	False	16,191
20	83.470	81.220	2.250	2.8%	0.466	0.6%	22%	False	False	16,441
40	84.245	81.220	3.025	3.7%	0.534	0.7%	16%	False	False	19,282
60	84.245	81.220	3.025	3.7%	0.575	0.7%	16%	False	False	20,801
80	84.245	80.395	3.850	4.7%	0.552	0.7%	34%	False	False	15,703
100	84.245	79.025	5.220	6.4%	0.490	0.6%	51%	False	False	12,571
120	84.245	79.025	5.220	6.4%	0.430	0.5%	51%	False	False	10,478

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	0.096
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.353
2.618	82.749
1.618	82.379
1.000	82.150
0.618	82.009
HIGH	81.780
0.618	81.639
0.500	81.595
0.382	81.551
LOW	81.410
0.618	81.181
1.000	81.040
1.618	80.811
2.618	80.441
4.250	79.838

Fisher Pivots for day following 30-Aug-2012
Pivot	1 day	3 day
R1	81.674	81.661
PP	81.634	81.609
S1	81.595	81.558

Download as Excel Spreadsheet

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

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