ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 02-Oct-2012

Day Change Summary
	Previous	Current
	01-Oct-2012	02-Oct-2012	Change	Change %	Previous Week
Open	80.045	79.890	-0.155	-0.2%	79.420
High	80.250	79.940	-0.310	-0.4%	80.090
Low	79.670	79.555	-0.115	-0.1%	79.375
Close	79.909	79.830	-0.079	-0.1%	80.025
Range	0.580	0.385	-0.195	-33.6%	0.715
ATR	0.489	0.482	-0.007	-1.5%	0.000
Volume	18,311	15,254	-3,057	-16.7%	92,162

Daily Pivots for day following 02-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.930	80.765	80.042
R3	80.545	80.380	79.936
R2	80.160	80.160	79.901
R1	79.995	79.995	79.865	79.885
PP	79.775	79.775	79.775	79.720
S1	79.610	79.610	79.795	79.500
S2	79.390	79.390	79.759
S3	79.005	79.225	79.724
S4	78.620	78.840	79.618

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	79.420	0.830	1.0%	0.501	0.6%	49%	False	False	18,285
10	80.250	79.070	1.180	1.5%	0.474	0.6%	64%	False	False	19,056
20	81.950	78.725	3.225	4.0%	0.513	0.6%	34%	False	False	15,735
40	83.250	78.725	4.525	5.7%	0.425	0.5%	24%	False	False	7,914
60	84.610	78.725	5.885	7.4%	0.430	0.5%	19%	False	False	5,288
80	84.610	78.725	5.885	7.4%	0.378	0.5%	19%	False	False	4,001
100	84.610	78.725	5.885	7.4%	0.303	0.4%	19%	False	False	3,201

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	0.111
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	81.576
2.618	80.948
1.618	80.563
1.000	80.325
0.618	80.178
HIGH	79.940
0.618	79.793
0.500	79.748
0.382	79.702
LOW	79.555
0.618	79.317
1.000	79.170
1.618	78.932
2.618	78.547
4.250	77.919

Fisher Pivots for day following 02-Oct-2012
Pivot	1 day	3 day
R1	79.803	79.835
PP	79.775	79.833
S1	79.748	79.832

Download as Excel Spreadsheet

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

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