ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	80.360	79.860	-0.500	-0.6%	81.235
High	80.370	79.990	-0.380	-0.5%	81.675
Low	79.765	79.500	-0.265	-0.3%	80.140
Close	79.836	79.723	-0.113	-0.1%	80.234
Range	0.605	0.490	-0.115	-19.0%	1.535
ATR	0.519	0.517	-0.002	-0.4%	0.000
Volume	20,179	35,295	15,116	74.9%	84,932

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.208	80.955	79.993
R3	80.718	80.465	79.858
R2	80.228	80.228	79.813
R1	79.975	79.975	79.768	79.857
PP	79.738	79.738	79.738	79.678
S1	79.485	79.485	79.678	79.367
S2	79.248	79.248	79.633
S3	78.758	78.995	79.588
S4	78.268	78.505	79.454

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	81.455	79.500	1.955	2.5%	0.555	0.7%	11%	False	True	25,712
10	81.780	79.500	2.280	2.9%	0.508	0.6%	10%	False	True	20,607
20	82.960	79.500	3.460	4.3%	0.482	0.6%	6%	False	True	18,959
40	84.245	79.500	4.745	6.0%	0.536	0.7%	5%	False	True	19,677
60	84.245	79.500	4.745	6.0%	0.558	0.7%	5%	False	True	21,350
80	84.245	79.500	4.745	6.0%	0.574	0.7%	5%	False	True	18,017
100	84.245	79.025	5.220	6.5%	0.516	0.6%	13%	False	False	14,425
120	84.245	79.025	5.220	6.5%	0.461	0.6%	13%	False	False	12,024

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.094
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.073
2.618	81.273
1.618	80.783
1.000	80.480
0.618	80.293
HIGH	79.990
0.618	79.803
0.500	79.745
0.382	79.687
LOW	79.500
0.618	79.197
1.000	79.010
1.618	78.707
2.618	78.217
4.250	77.418

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	79.745	79.950
PP	79.738	79.874
S1	79.730	79.799

Download as Excel Spreadsheet

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

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