ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 14-Sep-2012

Day Change Summary
	Previous	Current
	13-Sep-2012	14-Sep-2012	Change	Change %	Previous Week
Open	79.665	79.230	-0.435	-0.5%	80.185
High	80.075	79.265	-0.810	-1.0%	80.400
Low	79.150	78.600	-0.550	-0.7%	78.600
Close	79.237	78.841	-0.396	-0.5%	78.841
Range	0.925	0.665	-0.260	-28.1%	1.800
ATR	0.546	0.554	0.009	1.6%	0.000
Volume	29,551	16,153	-13,398	-45.3%	121,825

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.897	80.534	79.207
R3	80.232	79.869	79.024
R2	79.567	79.567	78.963
R1	79.204	79.204	78.902	79.053
PP	78.902	78.902	78.902	78.827
S1	78.539	78.539	78.780	78.388
S2	78.237	78.237	78.719
S3	77.572	77.874	78.658
S4	76.907	77.209	78.475

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.680	83.561	79.831
R3	82.880	81.761	79.336
R2	81.080	81.080	79.171
R1	79.961	79.961	79.006	79.621
PP	79.280	79.280	79.280	79.110
S1	78.161	78.161	78.676	77.821
S2	77.480	77.480	78.511
S3	75.680	76.361	78.346
S4	73.880	74.561	77.851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.400	78.600	1.800	2.3%	0.583	0.7%	13%	False	True	24,365
10	81.740	78.600	3.140	4.0%	0.605	0.8%	8%	False	True	23,124
20	82.825	78.600	4.225	5.4%	0.515	0.7%	6%	False	True	19,657
40	84.245	78.600	5.645	7.2%	0.554	0.7%	4%	False	True	19,982
60	84.245	78.600	5.645	7.2%	0.560	0.7%	4%	False	True	20,821
80	84.245	78.600	5.645	7.2%	0.577	0.7%	4%	False	True	18,587
100	84.245	78.600	5.645	7.2%	0.525	0.7%	4%	False	True	14,878
120	84.245	78.600	5.645	7.2%	0.472	0.6%	4%	False	True	12,404

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	0.121
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.091
2.618	81.006
1.618	80.341
1.000	79.930
0.618	79.676
HIGH	79.265
0.618	79.011
0.500	78.933
0.382	78.854
LOW	78.600
0.618	78.189
1.000	77.935
1.618	77.524
2.618	76.859
4.250	75.774

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	78.933	79.338
PP	78.902	79.172
S1	78.872	79.007

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

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