ICE US Dollar Index Future December 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	79.395	78.960	-0.435	-0.5%	80.400
High	79.410	79.175	-0.235	-0.3%	80.590
Low	78.725	78.835	0.110	0.1%	78.725
Close	78.987	79.115	0.128	0.2%	78.987
Range	0.685	0.340	-0.345	-50.4%	1.865
ATR	0.500	0.489	-0.011	-2.3%	0.000
Volume	36,450	15,728	-20,722	-56.9%	88,261

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.062	79.928	79.302
R3	79.722	79.588	79.209
R2	79.382	79.382	79.177
R1	79.248	79.248	79.146	79.315
PP	79.042	79.042	79.042	79.075
S1	78.908	78.908	79.084	78.975
S2	78.702	78.702	79.053
S3	78.362	78.568	79.022
S4	78.022	78.228	78.928

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.029	83.873	80.013
R3	83.164	82.008	79.500
R2	81.299	81.299	79.329
R1	80.143	80.143	79.158	79.789
PP	79.434	79.434	79.434	79.257
S1	78.278	78.278	78.816	77.924
S2	77.569	77.569	78.645
S3	75.704	76.413	78.474
S4	73.839	74.548	77.961

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.570	78.725	1.845	2.3%	0.567	0.7%	21%	False	False	20,137
10	81.950	78.725	3.225	4.1%	0.550	0.7%	12%	False	False	10,945
20	83.070	78.725	4.345	5.5%	0.473	0.6%	9%	False	False	5,525
40	84.610	78.725	5.885	7.4%	0.450	0.6%	7%	False	False	2,784
60	84.610	78.725	5.885	7.4%	0.390	0.5%	7%	False	False	1,862
80	84.610	78.725	5.885	7.4%	0.315	0.4%	7%	False	False	1,429

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	0.102
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	80.620
2.618	80.065
1.618	79.725
1.000	79.515
0.618	79.385
HIGH	79.175
0.618	79.045
0.500	79.005
0.382	78.965
LOW	78.835
0.618	78.625
1.000	78.495
1.618	78.285
2.618	77.945
4.250	77.390

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	79.078	79.340
PP	79.042	79.265
S1	79.005	79.190

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

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