ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	83.220	83.790	0.570	0.7%	83.820
High	83.415	83.980	0.565	0.7%	83.980
Low	83.220	83.790	0.570	0.7%	83.220
Close	83.310	83.913	0.603	0.7%	83.913
Range	0.195	0.190	-0.005	-2.6%	0.760
ATR	0.367	0.388	0.022	5.9%	0.000
Volume	6	18	12	200.0%	62

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.464	84.379	84.018
R3	84.274	84.189	83.965
R2	84.084	84.084	83.948
R1	83.999	83.999	83.930	84.042
PP	83.894	83.894	83.894	83.916
S1	83.809	83.809	83.896	83.852
S2	83.704	83.704	83.878
S3	83.514	83.619	83.861
S4	83.324	83.429	83.809

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.984	85.709	84.331
R3	85.224	84.949	84.122
R2	84.464	84.464	84.052
R1	84.189	84.189	83.983	84.327
PP	83.704	83.704	83.704	83.773
S1	83.429	83.429	83.843	83.567
S2	82.944	82.944	83.774
S3	82.184	82.669	83.704
S4	81.424	81.909	83.495

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.980	83.220	0.760	0.9%	0.287	0.3%	91%	True	False	12
10	84.255	83.220	1.035	1.2%	0.297	0.4%	67%	False	False	15
20	84.255	81.955	2.300	2.7%	0.270	0.3%	85%	False	False	18
40	84.255	81.745	2.510	3.0%	0.180	0.2%	86%	False	False	74

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	84.788
2.618	84.477
1.618	84.287
1.000	84.170
0.618	84.097
HIGH	83.980
0.618	83.907
0.500	83.885
0.382	83.863
LOW	83.790
0.618	83.673
1.000	83.600
1.618	83.483
2.618	83.293
4.250	82.983

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	83.904	83.809
PP	83.894	83.704
S1	83.885	83.600

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

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