ICE US Dollar Index Future December 2012

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

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	82.635	82.760	0.125	0.2%	83.380
High	82.855	83.150	0.295	0.4%	83.945
Low	82.635	82.760	0.125	0.2%	82.650
Close	82.759	83.030	0.271	0.3%	82.771
Range	0.220	0.390	0.170	77.3%	1.295
ATR	0.500	0.492	-0.008	-1.6%	0.000
Volume	29	12	-17	-58.6%	176

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.150	83.980	83.245
R3	83.760	83.590	83.137
R2	83.370	83.370	83.102
R1	83.200	83.200	83.066	83.285
PP	82.980	82.980	82.980	83.023
S1	82.810	82.810	82.994	82.895
S2	82.590	82.590	82.959
S3	82.200	82.420	82.923
S4	81.810	82.030	82.816

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	87.007	86.184	83.483
R3	85.712	84.889	83.127
R2	84.417	84.417	83.008
R1	83.594	83.594	82.890	83.358
PP	83.122	83.122	83.122	83.004
S1	82.299	82.299	82.652	82.063
S2	81.827	81.827	82.534
S3	80.532	81.004	82.415
S4	79.237	79.709	82.059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.800	82.420	1.380	1.7%	0.490	0.6%	44%	False	False	47
10	83.945	82.420	1.525	1.8%	0.522	0.6%	40%	False	False	49
20	84.610	82.420	2.190	2.6%	0.451	0.5%	28%	False	False	37
40	84.610	81.745	2.865	3.5%	0.357	0.4%	45%	False	False	53
60	84.610	81.745	2.865	3.5%	0.238	0.3%	45%	False	False	60

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.076
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.808
2.618	84.171
1.618	83.781
1.000	83.540
0.618	83.391
HIGH	83.150
0.618	83.001
0.500	82.955
0.382	82.909
LOW	82.760
0.618	82.519
1.000	82.370
1.618	82.129
2.618	81.739
4.250	81.103

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	83.005	82.948
PP	82.980	82.867
S1	82.955	82.785

Download as Excel Spreadsheet

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

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