ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	83.250	82.515	-0.735	-0.9%	82.950
High	83.250	82.730	-0.520	-0.6%	83.250
Low	83.210	81.955	-1.255	-1.5%	81.955
Close	83.347	82.133	-1.214	-1.5%	82.133
Range	0.040	0.775	0.735	1,837.5%	1.295
ATR	0.309	0.386	0.077	25.0%	0.000
Volume	2	2	0	0.0%	15

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.598	84.140	82.559
R3	83.823	83.365	82.346
R2	83.048	83.048	82.275
R1	82.590	82.590	82.204	82.432
PP	82.273	82.273	82.273	82.193
S1	81.815	81.815	82.062	81.657
S2	81.498	81.498	81.991
S3	80.723	81.040	81.920
S4	79.948	80.265	81.707

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.331	85.527	82.845
R3	85.036	84.232	82.489
R2	83.741	83.741	82.370
R1	82.937	82.937	82.252	82.692
PP	82.446	82.446	82.446	82.323
S1	81.642	81.642	82.014	81.397
S2	81.151	81.151	81.896
S3	79.856	80.347	81.777
S4	78.561	79.052	81.421

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.250	81.955	1.295	1.6%	0.221	0.3%	14%	False	True	3
10	83.250	81.745	1.505	1.8%	0.292	0.4%	26%	False	False	59
20	83.733	81.745	1.988	2.4%	0.146	0.2%	20%	False	False	130
40	83.891	80.425	3.466	4.2%	0.073	0.1%	49%	False	False	65

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	0.034
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	86.024
2.618	84.759
1.618	83.984
1.000	83.505
0.618	83.209
HIGH	82.730
0.618	82.434
0.500	82.343
0.382	82.251
LOW	81.955
0.618	81.476
1.000	81.180
1.618	80.701
2.618	79.926
4.250	78.661

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	82.343	82.603
PP	82.273	82.446
S1	82.203	82.290

Download as Excel Spreadsheet

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

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