ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 25-Sep-2012

Day Change Summary
	Previous	Current
	24-Sep-2012	25-Sep-2012	Change	Change %	Previous Week
Open	79.420	79.555	0.135	0.2%	78.960
High	79.825	79.755	-0.070	-0.1%	79.755
Low	79.420	79.375	-0.045	-0.1%	78.835
Close	79.577	79.608	0.031	0.0%	79.398
Range	0.405	0.380	-0.025	-6.2%	0.920
ATR	0.475	0.468	-0.007	-1.4%	0.000
Volume	18,006	16,292	-1,714	-9.5%	95,820

Daily Pivots for day following 25-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.719	80.544	79.817
R3	80.339	80.164	79.713
R2	79.959	79.959	79.678
R1	79.784	79.784	79.643	79.872
PP	79.579	79.579	79.579	79.623
S1	79.404	79.404	79.573	79.492
S2	79.199	79.199	79.538
S3	78.819	79.024	79.504
S4	78.439	78.644	79.399

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	79.070	0.755	0.9%	0.447	0.6%	71%	False	False	19,826
10	80.155	78.725	1.430	1.8%	0.477	0.6%	62%	False	False	20,845
20	82.130	78.725	3.405	4.3%	0.487	0.6%	26%	False	False	11,219
40	83.945	78.725	5.220	6.6%	0.450	0.6%	17%	False	False	5,634
60	84.610	78.725	5.885	7.4%	0.410	0.5%	15%	False	False	3,766
80	84.610	78.725	5.885	7.4%	0.347	0.4%	15%	False	False	2,858
100	84.610	78.725	5.885	7.4%	0.278	0.3%	15%	False	False	2,287

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	0.087
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	81.370
2.618	80.750
1.618	80.370
1.000	80.135
0.618	79.990
HIGH	79.755
0.618	79.610
0.500	79.565
0.382	79.520
LOW	79.375
0.618	79.140
1.000	78.995
1.618	78.760
2.618	78.380
4.250	77.760

Fisher Pivots for day following 25-Sep-2012
Pivot	1 day	3 day
R1	79.594	79.561
PP	79.579	79.514
S1	79.565	79.468

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

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