ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	83.735	83.220	-0.515	-0.6%	83.790
High	83.735	83.415	-0.320	-0.4%	84.255
Low	83.535	83.220	-0.315	-0.4%	83.430
Close	83.526	83.310	-0.216	-0.3%	83.814
Range	0.200	0.195	-0.005	-2.5%	0.825
ATR	0.371	0.367	-0.005	-1.3%	0.000
Volume	13	6	-7	-53.8%	91

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.900	83.800	83.417
R3	83.705	83.605	83.364
R2	83.510	83.510	83.346
R1	83.410	83.410	83.328	83.460
PP	83.315	83.315	83.315	83.340
S1	83.215	83.215	83.292	83.265
S2	83.120	83.120	83.274
S3	82.925	83.020	83.256
S4	82.730	82.825	83.203

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.308	85.886	84.268
R3	85.483	85.061	84.041
R2	84.658	84.658	83.965
R1	84.236	84.236	83.890	84.447
PP	83.833	83.833	83.833	83.939
S1	83.411	83.411	83.738	83.622
S2	83.008	83.008	83.663
S3	82.183	82.586	83.587
S4	81.358	81.761	83.360

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.255	83.220	1.035	1.2%	0.355	0.4%	9%	False	True	11
10	84.255	83.220	1.035	1.2%	0.320	0.4%	9%	False	True	16
20	84.255	81.955	2.300	2.8%	0.264	0.3%	59%	False	False	18
40	84.255	81.745	2.510	3.0%	0.176	0.2%	62%	False	False	73

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	84.244
2.618	83.926
1.618	83.731
1.000	83.610
0.618	83.536
HIGH	83.415
0.618	83.341
0.500	83.318
0.382	83.294
LOW	83.220
0.618	83.099
1.000	83.025
1.618	82.904
2.618	82.709
4.250	82.391

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	83.318	83.585
PP	83.315	83.493
S1	83.313	83.402

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

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