ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	80.185	80.360	0.175	0.2%	81.235
High	80.400	80.370	-0.030	0.0%	81.675
Low	80.170	79.765	-0.405	-0.5%	80.140
Close	80.343	79.836	-0.507	-0.6%	80.234
Range	0.230	0.605	0.375	163.0%	1.535
ATR	0.512	0.519	0.007	1.3%	0.000
Volume	20,647	20,179	-468	-2.3%	84,932

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.805	81.426	80.169
R3	81.200	80.821	80.002
R2	80.595	80.595	79.947
R1	80.216	80.216	79.891	80.103
PP	79.990	79.990	79.990	79.934
S1	79.611	79.611	79.781	79.498
S2	79.385	79.385	79.725
S3	78.780	79.006	79.670
S4	78.175	78.401	79.503

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.288	84.296	81.078
R3	83.753	82.761	80.656
R2	82.218	82.218	80.515
R1	81.226	81.226	80.375	80.955
PP	80.683	80.683	80.683	80.547
S1	79.691	79.691	80.093	79.420
S2	79.148	79.148	79.953
S3	77.613	78.156	79.812
S4	76.078	76.621	79.390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.675	79.765	1.910	2.4%	0.569	0.7%	4%	False	True	22,630
10	81.840	79.765	2.075	2.6%	0.516	0.6%	3%	False	True	18,361
20	82.960	79.765	3.195	4.0%	0.476	0.6%	2%	False	True	17,978
40	84.245	79.765	4.480	5.6%	0.540	0.7%	2%	False	True	19,289
60	84.245	79.765	4.480	5.6%	0.565	0.7%	2%	False	True	21,228
80	84.245	79.765	4.480	5.6%	0.574	0.7%	2%	False	True	17,576
100	84.245	79.025	5.220	6.5%	0.512	0.6%	16%	False	False	14,072
120	84.245	79.025	5.220	6.5%	0.458	0.6%	16%	False	False	11,730

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	0.095
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.941
2.618	81.954
1.618	81.349
1.000	80.975
0.618	80.744
HIGH	80.370
0.618	80.139
0.500	80.068
0.382	79.996
LOW	79.765
0.618	79.391
1.000	79.160
1.618	78.786
2.618	78.181
4.250	77.194

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	80.068	80.453
PP	79.990	80.247
S1	79.913	80.042

Download as Excel Spreadsheet

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

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