ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	79.860	79.665	-0.195	-0.2%	81.235
High	79.990	80.075	0.085	0.1%	81.675
Low	79.500	79.150	-0.350	-0.4%	80.140
Close	79.723	79.237	-0.486	-0.6%	80.234
Range	0.490	0.925	0.435	88.8%	1.535
ATR	0.517	0.546	0.029	5.6%	0.000
Volume	35,295	29,551	-5,744	-16.3%	84,932

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.262	81.675	79.746
R3	81.337	80.750	79.491
R2	80.412	80.412	79.407
R1	79.825	79.825	79.322	79.656
PP	79.487	79.487	79.487	79.403
S1	78.900	78.900	79.152	78.731
S2	78.562	78.562	79.067
S3	77.637	77.975	78.983
S4	76.712	77.050	78.728

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	81.140	79.150	1.990	2.5%	0.650	0.8%	4%	False	True	26,780
10	81.780	79.150	2.630	3.3%	0.575	0.7%	3%	False	True	22,458
20	82.960	79.150	3.810	4.8%	0.511	0.6%	2%	False	True	19,831
40	84.245	79.150	5.095	6.4%	0.549	0.7%	2%	False	True	20,052
60	84.245	79.150	5.095	6.4%	0.558	0.7%	2%	False	True	21,259
80	84.245	79.150	5.095	6.4%	0.577	0.7%	2%	False	True	18,385
100	84.245	79.025	5.220	6.6%	0.521	0.7%	4%	False	False	14,719
120	84.245	79.025	5.220	6.6%	0.466	0.6%	4%	False	False	12,270

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.133
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.006
2.618	82.497
1.618	81.572
1.000	81.000
0.618	80.647
HIGH	80.075
0.618	79.722
0.500	79.613
0.382	79.503
LOW	79.150
0.618	78.578
1.000	78.225
1.618	77.653
2.618	76.728
4.250	75.219

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	79.613	79.760
PP	79.487	79.586
S1	79.362	79.411

Download as Excel Spreadsheet

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

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