ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	80.310	80.100	-0.210	-0.3%	79.340
High	80.310	80.100	-0.210	-0.3%	79.815
Low	80.010	79.770	-0.240	-0.3%	79.337
Close	80.173	79.792	-0.381	-0.5%	79.663
Range	0.300	0.330	0.030	10.0%	0.478
ATR
Volume	1	5	4	400.0%	14

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.877	80.665	79.974
R3	80.547	80.335	79.883
R2	80.217	80.217	79.853
R1	80.005	80.005	79.822	79.946
PP	79.887	79.887	79.887	79.858
S1	79.675	79.675	79.762	79.616
S2	79.557	79.557	79.732
S3	79.227	79.345	79.701
S4	78.897	79.015	79.611

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.039	80.829	79.926
R3	80.561	80.351	79.794
R2	80.083	80.083	79.751
R1	79.873	79.873	79.707	79.978
PP	79.605	79.605	79.605	79.658
S1	79.395	79.395	79.619	79.500
S2	79.127	79.127	79.575
S3	78.649	78.917	79.532
S4	78.171	78.439	79.400

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.310	79.663	0.647	0.8%	0.126	0.2%	20%	False	False	3
10	80.310	78.945	1.365	1.7%	0.171	0.2%	62%	False	False	52

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.000
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	81.503
2.618	80.964
1.618	80.634
1.000	80.430
0.618	80.304
HIGH	80.100
0.618	79.974
0.500	79.935
0.382	79.896
LOW	79.770
0.618	79.566
1.000	79.440
1.618	79.236
2.618	78.906
4.250	78.368

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	79.935	80.040
PP	79.887	79.957
S1	79.840	79.875

Download as Excel Spreadsheet

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

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