ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	78.000	77.310	-0.690	-0.9%	79.440
High	78.240	77.740	-0.500	-0.6%	80.430
Low	77.115	77.095	-0.020	0.0%	78.450
Close	77.274	77.284	0.010	0.0%	79.149
Range	1.125	0.645	-0.480	-42.7%	1.980
ATR	0.911	0.892	-0.019	-2.1%	0.000
Volume	35,041	22,362	-12,679	-36.2%	171,449

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.308	78.941	77.639
R3	78.663	78.296	77.461
R2	78.018	78.018	77.402
R1	77.651	77.651	77.343	77.512
PP	77.373	77.373	77.373	77.304
S1	77.006	77.006	77.225	76.867
S2	76.728	76.728	77.166
S3	76.083	76.361	77.107
S4	75.438	75.716	76.929

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	85.283	84.196	80.238
R3	83.303	82.216	79.694
R2	81.323	81.323	79.512
R1	80.236	80.236	79.331	79.790
PP	79.343	79.343	79.343	79.120
S1	78.256	78.256	78.968	77.810
S2	77.363	77.363	78.786
S3	75.383	76.276	78.605
S4	73.403	74.296	78.060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.250	77.095	2.155	2.8%	0.917	1.2%	9%	False	True	27,959
10	80.430	77.095	3.335	4.3%	0.913	1.2%	6%	False	True	30,575
20	80.430	76.815	3.615	4.7%	0.875	1.1%	13%	False	False	32,413
40	80.430	73.900	6.530	8.4%	0.780	1.0%	52%	False	False	20,228
60	80.430	73.900	6.530	8.4%	0.738	1.0%	52%	False	False	13,521
80	80.430	73.900	6.530	8.4%	0.638	0.8%	52%	False	False	10,154

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.224
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.481
2.618	79.429
1.618	78.784
1.000	78.385
0.618	78.139
HIGH	77.740
0.618	77.494
0.500	77.418
0.382	77.341
LOW	77.095
0.618	76.696
1.000	76.450
1.618	76.051
2.618	75.406
4.250	74.354

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	77.418	77.688
PP	77.373	77.553
S1	77.329	77.419

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

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