ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	81.570	81.700	0.130	0.2%	81.615
High	81.780	81.740	-0.040	0.0%	81.840
Low	81.410	80.960	-0.450	-0.6%	80.960
Close	81.713	81.216	-0.497	-0.6%	81.216
Range	0.370	0.780	0.410	110.8%	0.880
ATR	0.488	0.509	0.021	4.3%	0.000
Volume	9,498	24,483	14,985	157.8%	67,376

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.645	83.211	81.645
R3	82.865	82.431	81.431
R2	82.085	82.085	81.359
R1	81.651	81.651	81.288	81.478
PP	81.305	81.305	81.305	81.219
S1	80.871	80.871	81.145	80.698
S2	80.525	80.525	81.073
S3	79.745	80.091	81.002
S4	78.965	79.311	80.787

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.979	83.477	81.700
R3	83.099	82.597	81.458
R2	82.219	82.219	81.377
R1	81.717	81.717	81.297	81.528
PP	81.339	81.339	81.339	81.244
S1	80.837	80.837	81.135	80.648
S2	80.459	80.459	81.055
S3	79.579	79.957	80.974
S4	78.699	79.077	80.732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.840	80.960	0.880	1.1%	0.439	0.5%	29%	False	True	13,475
10	82.765	80.960	1.805	2.2%	0.460	0.6%	14%	False	True	17,052
20	82.960	80.960	2.000	2.5%	0.449	0.6%	13%	False	True	16,444
40	84.245	80.960	3.285	4.0%	0.535	0.7%	8%	False	True	19,129
60	84.245	80.960	3.285	4.0%	0.580	0.7%	8%	False	True	21,157
80	84.245	80.540	3.705	4.6%	0.560	0.7%	18%	False	False	16,009
100	84.245	79.025	5.220	6.4%	0.496	0.6%	42%	False	False	12,816
120	84.245	79.025	5.220	6.4%	0.437	0.5%	42%	False	False	10,682

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.093
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	85.055
2.618	83.782
1.618	83.002
1.000	82.520
0.618	82.222
HIGH	81.740
0.618	81.442
0.500	81.350
0.382	81.258
LOW	80.960
0.618	80.478
1.000	80.180
1.618	79.698
2.618	78.918
4.250	77.645

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	81.350	81.370
PP	81.305	81.319
S1	81.261	81.267

Download as Excel Spreadsheet

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

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