ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 24-Sep-2012

Day Change Summary
	Previous	Current
	21-Sep-2012	24-Sep-2012	Change	Change %	Previous Week
Open	79.460	79.420	-0.040	-0.1%	78.960
High	79.520	79.825	0.305	0.4%	79.755
Low	79.110	79.420	0.310	0.4%	78.835
Close	79.398	79.577	0.179	0.2%	79.398
Range	0.410	0.405	-0.005	-1.2%	0.920
ATR	0.479	0.475	-0.004	-0.8%	0.000
Volume	18,660	18,006	-654	-3.5%	95,820

Daily Pivots for day following 24-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.822	80.605	79.800
R3	80.417	80.200	79.688
R2	80.012	80.012	79.651
R1	79.795	79.795	79.614	79.904
PP	79.607	79.607	79.607	79.662
S1	79.390	79.390	79.540	79.499
S2	79.202	79.202	79.503
S3	78.797	78.985	79.466
S4	78.392	78.580	79.354

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.089	81.664	79.904
R3	81.169	80.744	79.651
R2	80.249	80.249	79.567
R1	79.824	79.824	79.482	80.037
PP	79.329	79.329	79.329	79.436
S1	78.904	78.904	79.314	79.117
S2	78.409	78.409	79.229
S3	77.489	77.984	79.145
S4	76.569	77.064	78.892

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.825	79.035	0.790	1.0%	0.437	0.5%	69%	True	False	19,619
10	80.570	78.725	1.845	2.3%	0.502	0.6%	46%	False	False	19,878
20	82.130	78.725	3.405	4.3%	0.478	0.6%	25%	False	False	10,407
40	83.945	78.725	5.220	6.6%	0.443	0.6%	16%	False	False	5,227
60	84.610	78.725	5.885	7.4%	0.408	0.5%	14%	False	False	3,497
80	84.610	78.725	5.885	7.4%	0.342	0.4%	14%	False	False	2,655
100	84.610	78.725	5.885	7.4%	0.274	0.3%	14%	False	False	2,124

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.069
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.546
2.618	80.885
1.618	80.480
1.000	80.230
0.618	80.075
HIGH	79.825
0.618	79.670
0.500	79.623
0.382	79.575
LOW	79.420
0.618	79.170
1.000	79.015
1.618	78.765
2.618	78.360
4.250	77.699

Fisher Pivots for day following 24-Sep-2012
Pivot	1 day	3 day
R1	79.623	79.541
PP	79.607	79.504
S1	79.592	79.468

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

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