ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 20-Sep-2012

Day Change Summary
	Previous	Current
	19-Sep-2012	20-Sep-2012	Change	Change %	Previous Week
Open	79.270	79.135	-0.135	-0.2%	80.400
High	79.485	79.755	0.270	0.3%	80.590
Low	79.070	79.130	0.060	0.1%	78.725
Close	79.127	79.478	0.351	0.4%	78.987
Range	0.415	0.625	0.210	50.6%	1.865
ATR	0.473	0.484	0.011	2.3%	0.000
Volume	19,022	27,154	8,132	42.8%	88,261

Daily Pivots for day following 20-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.329	81.029	79.822
R3	80.704	80.404	79.650
R2	80.079	80.079	79.593
R1	79.779	79.779	79.535	79.929
PP	79.454	79.454	79.454	79.530
S1	79.154	79.154	79.421	79.304
S2	78.829	78.829	79.363
S3	78.204	78.529	79.306
S4	77.579	77.904	79.134

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	79.755	78.725	1.030	1.3%	0.479	0.6%	73%	True	False	22,722
10	81.395	78.725	2.670	3.4%	0.556	0.7%	28%	False	False	16,891
20	82.130	78.725	3.405	4.3%	0.464	0.6%	22%	False	False	8,586
40	84.000	78.725	5.275	6.6%	0.461	0.6%	14%	False	False	4,315
60	84.610	78.725	5.885	7.4%	0.408	0.5%	13%	False	False	2,885
80	84.610	78.725	5.885	7.4%	0.332	0.4%	13%	False	False	2,196
100	84.610	78.725	5.885	7.4%	0.266	0.3%	13%	False	False	1,757

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	0.077
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	82.411
2.618	81.391
1.618	80.766
1.000	80.380
0.618	80.141
HIGH	79.755
0.618	79.516
0.500	79.443
0.382	79.369
LOW	79.130
0.618	78.744
1.000	78.505
1.618	78.119
2.618	77.494
4.250	76.474

Fisher Pivots for day following 20-Sep-2012
Pivot	1 day	3 day
R1	79.466	79.450
PP	79.454	79.423
S1	79.443	79.395

Download as Excel Spreadsheet

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

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