ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	79.085	79.270	0.185	0.2%	80.400
High	79.365	79.485	0.120	0.2%	80.590
Low	79.035	79.070	0.035	0.0%	78.725
Close	79.346	79.127	-0.219	-0.3%	78.987
Range	0.330	0.415	0.085	25.8%	1.865
ATR	0.477	0.473	-0.004	-0.9%	0.000
Volume	15,256	19,022	3,766	24.7%	88,261

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.472	80.215	79.355
R3	80.057	79.800	79.241
R2	79.642	79.642	79.203
R1	79.385	79.385	79.165	79.306
PP	79.227	79.227	79.227	79.188
S1	78.970	78.970	79.089	78.891
S2	78.812	78.812	79.051
S3	78.397	78.555	79.013
S4	77.982	78.140	78.899

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.029	83.873	80.013
R3	83.164	82.008	79.500
R2	81.299	81.299	79.329
R1	80.143	80.143	79.158	79.789
PP	79.434	79.434	79.434	79.257
S1	78.278	78.278	78.816	77.924
S2	77.569	77.569	78.645
S3	75.704	76.413	78.474
S4	73.839	74.548	77.961

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.955	78.725	1.230	1.6%	0.486	0.6%	33%	False	False	22,930
10	81.765	78.725	3.040	3.8%	0.540	0.7%	13%	False	False	14,294
20	82.370	78.725	3.645	4.6%	0.462	0.6%	11%	False	False	7,236
40	84.435	78.725	5.710	7.2%	0.455	0.6%	7%	False	False	3,637
60	84.610	78.725	5.885	7.4%	0.398	0.5%	7%	False	False	2,433
80	84.610	78.725	5.885	7.4%	0.324	0.4%	7%	False	False	1,857
100	84.610	78.725	5.885	7.4%	0.260	0.3%	7%	False	False	1,486

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	0.093
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.249
2.618	80.571
1.618	80.156
1.000	79.900
0.618	79.741
HIGH	79.485
0.618	79.326
0.500	79.278
0.382	79.229
LOW	79.070
0.618	78.814
1.000	78.655
1.618	78.399
2.618	77.984
4.250	77.306

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	79.278	79.160
PP	79.227	79.149
S1	79.177	79.138

Download as Excel Spreadsheet

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

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