ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 09-Jul-2012

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	83.460	83.790	0.330	0.4%	82.135
High	83.880	83.920	0.040	0.0%	83.880
Low	83.460	83.670	0.210	0.3%	82.135
Close	83.911	83.691	-0.220	-0.3%	83.911
Range	0.420	0.250	-0.170	-40.5%	1.745
ATR	0.403	0.392	-0.011	-2.7%	0.000
Volume	27	22	-5	-18.5%	208

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.510	84.351	83.829
R3	84.260	84.101	83.760
R2	84.010	84.010	83.737
R1	83.851	83.851	83.714	83.806
PP	83.760	83.760	83.760	83.738
S1	83.601	83.601	83.668	83.556
S2	83.510	83.510	83.645
S3	83.260	83.351	83.622
S4	83.010	83.101	83.554

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	88.544	87.972	84.871
R3	86.799	86.227	84.391
R2	85.054	85.054	84.231
R1	84.482	84.482	84.071	84.768
PP	83.309	83.309	83.309	83.452
S1	82.737	82.737	83.751	83.023
S2	81.564	81.564	83.591
S3	79.819	80.992	83.431
S4	78.074	79.247	82.951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.920	82.232	1.688	2.0%	0.261	0.3%	86%	True	False	19
10	83.920	81.955	1.965	2.3%	0.240	0.3%	88%	True	False	23
20	83.920	81.745	2.175	2.6%	0.225	0.3%	89%	True	False	141
40	83.920	81.745	2.175	2.6%	0.112	0.1%	89%	True	False	71

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	0.034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.983
2.618	84.575
1.618	84.325
1.000	84.170
0.618	84.075
HIGH	83.920
0.618	83.825
0.500	83.795
0.382	83.766
LOW	83.670
0.618	83.516
1.000	83.420
1.618	83.266
2.618	83.016
4.250	82.608

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	83.795	83.562
PP	83.760	83.432
S1	83.726	83.303

Download as Excel Spreadsheet

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

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