ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	79.230	78.840	-0.390	-0.5%	80.185
High	79.265	79.015	-0.250	-0.3%	80.400
Low	78.600	78.750	0.150	0.2%	78.600
Close	78.841	78.843	0.002	0.0%	78.841
Range	0.665	0.265	-0.400	-60.2%	1.800
ATR	0.554	0.534	-0.021	-3.7%	0.000
Volume	16,153	879	-15,274	-94.6%	121,825

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	79.664	79.519	78.989
R3	79.399	79.254	78.916
R2	79.134	79.134	78.892
R1	78.989	78.989	78.867	79.062
PP	78.869	78.869	78.869	78.906
S1	78.724	78.724	78.819	78.797
S2	78.604	78.604	78.794
S3	78.339	78.459	78.770
S4	78.074	78.194	78.697

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	80.370	78.600	1.770	2.2%	0.590	0.7%	14%	False	False	20,411
10	81.675	78.600	3.075	3.9%	0.553	0.7%	8%	False	False	20,763
20	82.765	78.600	4.165	5.3%	0.506	0.6%	6%	False	False	18,908
40	84.245	78.600	5.645	7.2%	0.543	0.7%	4%	False	False	19,449
60	84.245	78.600	5.645	7.2%	0.549	0.7%	4%	False	False	20,341
80	84.245	78.600	5.645	7.2%	0.575	0.7%	4%	False	False	18,594
100	84.245	78.600	5.645	7.2%	0.526	0.7%	4%	False	False	14,886
120	84.245	78.600	5.645	7.2%	0.474	0.6%	4%	False	False	12,412

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.126
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	80.141
2.618	79.709
1.618	79.444
1.000	79.280
0.618	79.179
HIGH	79.015
0.618	78.914
0.500	78.883
0.382	78.851
LOW	78.750
0.618	78.586
1.000	78.485
1.618	78.321
2.618	78.056
4.250	77.624

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	78.883	79.338
PP	78.869	79.173
S1	78.856	79.008

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

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