ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	78.960	79.085	0.125	0.2%	80.400
High	79.175	79.365	0.190	0.2%	80.590
Low	78.835	79.035	0.200	0.3%	78.725
Close	79.115	79.346	0.231	0.3%	78.987
Range	0.340	0.330	-0.010	-2.9%	1.865
ATR	0.489	0.477	-0.011	-2.3%	0.000
Volume	15,728	15,256	-472	-3.0%	88,261

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.239	80.122	79.528
R3	79.909	79.792	79.437
R2	79.579	79.579	79.407
R1	79.462	79.462	79.376	79.521
PP	79.249	79.249	79.249	79.278
S1	79.132	79.132	79.316	79.191
S2	78.919	78.919	79.286
S3	78.589	78.802	79.255
S4	78.259	78.472	79.165

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	80.155	78.725	1.430	1.8%	0.506	0.6%	43%	False	False	21,864
10	81.950	78.725	3.225	4.1%	0.552	0.7%	19%	False	False	12,413
20	82.770	78.725	4.045	5.1%	0.475	0.6%	15%	False	False	6,287
40	84.610	78.725	5.885	7.4%	0.447	0.6%	11%	False	False	3,165
60	84.610	78.725	5.885	7.4%	0.391	0.5%	11%	False	False	2,116
80	84.610	78.725	5.885	7.4%	0.319	0.4%	11%	False	False	1,619
100	84.610	78.725	5.885	7.4%	0.255	0.3%	11%	False	False	1,296

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	0.095
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	80.768
2.618	80.229
1.618	79.899
1.000	79.695
0.618	79.569
HIGH	79.365
0.618	79.239
0.500	79.200
0.382	79.161
LOW	79.035
0.618	78.831
1.000	78.705
1.618	78.501
2.618	78.171
4.250	77.633

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	79.297	79.253
PP	79.249	79.160
S1	79.200	79.068

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

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