ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	83.380	83.005	-0.375	-0.4%	84.150
High	83.380	83.255	-0.125	-0.1%	84.610
Low	83.280	83.005	-0.275	-0.3%	82.825
Close	83.218	83.030	-0.188	-0.2%	83.115
Range	0.100	0.250	0.150	150.0%	1.785
ATR	0.442	0.428	-0.014	-3.1%	0.000
Volume	22	3	-19	-86.4%	342

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.847	83.688	83.168
R3	83.597	83.438	83.099
R2	83.347	83.347	83.076
R1	83.188	83.188	83.053	83.268
PP	83.097	83.097	83.097	83.136
S1	82.938	82.938	83.007	83.018
S2	82.847	82.847	82.984
S3	82.597	82.688	82.961
S4	82.347	82.438	82.893

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	88.872	87.778	84.097
R3	87.087	85.993	83.606
R2	85.302	85.302	83.442
R1	84.208	84.208	83.279	83.863
PP	83.517	83.517	83.517	83.344
S1	82.423	82.423	82.951	82.078
S2	81.732	81.732	82.788
S3	79.947	80.638	82.624
S4	78.162	78.853	82.133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.435	82.825	1.610	1.9%	0.452	0.5%	13%	False	False	48
10	84.610	82.825	1.785	2.1%	0.339	0.4%	11%	False	False	40
20	84.610	82.232	2.378	2.9%	0.342	0.4%	34%	False	False	28
40	84.610	81.745	2.865	3.5%	0.251	0.3%	45%	False	False	83
60	84.610	80.902	3.708	4.5%	0.167	0.2%	57%	False	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.318
2.618	83.910
1.618	83.660
1.000	83.505
0.618	83.410
HIGH	83.255
0.618	83.160
0.500	83.130
0.382	83.101
LOW	83.005
0.618	82.851
1.000	82.755
1.618	82.601
2.618	82.351
4.250	81.943

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	83.130	83.138
PP	83.097	83.102
S1	83.063	83.066

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

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