ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 10-Jul-2012

Day Change Summary
	Previous	Current
	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	83.790	83.430	-0.360	-0.4%	82.135
High	83.920	83.825	-0.095	-0.1%	83.880
Low	83.670	83.430	-0.240	-0.3%	82.135
Close	83.691	83.889	0.198	0.2%	83.911
Range	0.250	0.395	0.145	58.0%	1.745
ATR	0.392	0.392	0.000	0.1%	0.000
Volume	22	39	17	77.3%	208

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.900	84.789	84.106
R3	84.505	84.394	83.998
R2	84.110	84.110	83.961
R1	83.999	83.999	83.925	84.055
PP	83.715	83.715	83.715	83.742
S1	83.604	83.604	83.853	83.660
S2	83.320	83.320	83.817
S3	82.925	83.209	83.780
S4	82.530	82.814	83.672

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%	0.340	0.4%	98%	False	False	24
10	83.920	81.955	1.965	2.3%	0.279	0.3%	98%	False	False	27
20	83.920	81.745	2.175	2.6%	0.245	0.3%	99%	False	False	118
40	83.920	81.745	2.175	2.6%	0.122	0.1%	99%	False	False	72

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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.504
2.618	84.859
1.618	84.464
1.000	84.220
0.618	84.069
HIGH	83.825
0.618	83.674
0.500	83.628
0.382	83.581
LOW	83.430
0.618	83.186
1.000	83.035
1.618	82.791
2.618	82.396
4.250	81.751

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	83.802	83.818
PP	83.715	83.746
S1	83.628	83.675

Download as Excel Spreadsheet

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

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