ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	81.235	81.490	0.255	0.3%	81.615
High	81.395	81.675	0.280	0.3%	81.840
Low	81.055	81.115	0.060	0.1%	80.960
Close	81.316	81.235	-0.081	-0.1%	81.216
Range	0.340	0.560	0.220	64.7%	0.880
ATR	0.497	0.502	0.004	0.9%	0.000
Volume	12,608	19,884	7,276	57.7%	67,376

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.022	82.688	81.543
R3	82.462	82.128	81.389
R2	81.902	81.902	81.338
R1	81.568	81.568	81.286	81.455
PP	81.342	81.342	81.342	81.285
S1	81.008	81.008	81.184	80.895
S2	80.782	80.782	81.132
S3	80.222	80.448	81.081
S4	79.662	79.888	80.927

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	81.780	80.960	0.820	1.0%	0.461	0.6%	34%	False	False	15,502
10	82.135	80.960	1.175	1.4%	0.446	0.5%	23%	False	False	16,453
20	82.960	80.960	2.000	2.5%	0.451	0.6%	14%	False	False	16,484
40	84.245	80.960	3.285	4.0%	0.536	0.7%	8%	False	False	18,875
60	84.245	80.960	3.285	4.0%	0.566	0.7%	8%	False	False	21,423
80	84.245	80.960	3.285	4.0%	0.564	0.7%	8%	False	False	16,414
100	84.245	79.025	5.220	6.4%	0.500	0.6%	42%	False	False	13,140
120	84.245	79.025	5.220	6.4%	0.443	0.5%	42%	False	False	10,952

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.113
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.055
2.618	83.141
1.618	82.581
1.000	82.235
0.618	82.021
HIGH	81.675
0.618	81.461
0.500	81.395
0.382	81.329
LOW	81.115
0.618	80.769
1.000	80.555
1.618	80.209
2.618	79.649
4.250	78.735

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	81.395	81.350
PP	81.342	81.312
S1	81.288	81.273

Download as Excel Spreadsheet

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

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