ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 01-Oct-2012

Day Change Summary
	Previous	Current
	28-Sep-2012	01-Oct-2012	Change	Change %	Previous Week
Open	79.625	80.045	0.420	0.5%	79.420
High	80.090	80.250	0.160	0.2%	80.090
Low	79.420	79.670	0.250	0.3%	79.375
Close	80.025	79.909	-0.116	-0.1%	80.025
Range	0.670	0.580	-0.090	-13.4%	0.715
ATR	0.482	0.489	0.007	1.4%	0.000
Volume	22,453	18,311	-4,142	-18.4%	92,162

Daily Pivots for day following 01-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.683	81.376	80.228
R3	81.103	80.796	80.069
R2	80.523	80.523	80.015
R1	80.216	80.216	79.962	80.080
PP	79.943	79.943	79.943	79.875
S1	79.636	79.636	79.856	79.500
S2	79.363	79.363	79.803
S3	78.783	79.056	79.750
S4	78.203	78.476	79.590

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.975	81.715	80.418
R3	81.260	81.000	80.222
R2	80.545	80.545	80.156
R1	80.285	80.285	80.091	80.415
PP	79.830	79.830	79.830	79.895
S1	79.570	79.570	79.959	79.700
S2	79.115	79.115	79.894
S3	78.400	78.855	79.828
S4	77.685	78.140	79.632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.250	79.375	0.875	1.1%	0.500	0.6%	61%	True	False	18,493
10	80.250	79.035	1.215	1.5%	0.469	0.6%	72%	True	False	19,056
20	81.950	78.725	3.225	4.0%	0.509	0.6%	37%	False	False	15,000
40	83.250	78.725	4.525	5.7%	0.425	0.5%	26%	False	False	7,535
60	84.610	78.725	5.885	7.4%	0.427	0.5%	20%	False	False	5,034
80	84.610	78.725	5.885	7.4%	0.374	0.5%	20%	False	False	3,811
100	84.610	78.725	5.885	7.4%	0.299	0.4%	20%	False	False	3,049

Crabel Price Patterns
NR	True
NR4	False
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	0.111
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.715
2.618	81.768
1.618	81.188
1.000	80.830
0.618	80.608
HIGH	80.250
0.618	80.028
0.500	79.960
0.382	79.892
LOW	79.670
0.618	79.312
1.000	79.090
1.618	78.732
2.618	78.152
4.250	77.205

Fisher Pivots for day following 01-Oct-2012
Pivot	1 day	3 day
R1	79.960	79.884
PP	79.943	79.860
S1	79.926	79.835

Download as Excel Spreadsheet

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

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