ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 03-Oct-2012

Day Change Summary
	Previous	Current
	02-Oct-2012	03-Oct-2012	Change	Change %	Previous Week
Open	79.890	79.855	-0.035	0.0%	79.420
High	79.940	80.095	0.155	0.2%	80.090
Low	79.555	79.795	0.240	0.3%	79.375
Close	79.830	80.064	0.234	0.3%	80.025
Range	0.385	0.300	-0.085	-22.1%	0.715
ATR	0.482	0.469	-0.013	-2.7%	0.000
Volume	15,254	13,938	-1,316	-8.6%	92,162

Daily Pivots for day following 03-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.885	80.774	80.229
R3	80.585	80.474	80.147
R2	80.285	80.285	80.119
R1	80.174	80.174	80.092	80.230
PP	79.985	79.985	79.985	80.012
S1	79.874	79.874	80.037	79.930
S2	79.685	79.685	80.009
S3	79.385	79.574	79.982
S4	79.085	79.274	79.899

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%	0.479	0.6%	78%	False	False	17,634
10	80.250	79.110	1.140	1.4%	0.463	0.6%	84%	False	False	18,547
20	81.765	78.725	3.040	3.8%	0.501	0.6%	44%	False	False	16,421
40	83.250	78.725	4.525	5.7%	0.423	0.5%	30%	False	False	8,262
60	84.610	78.725	5.885	7.4%	0.428	0.5%	23%	False	False	5,520
80	84.610	78.725	5.885	7.4%	0.382	0.5%	23%	False	False	4,169
100	84.610	78.725	5.885	7.4%	0.306	0.4%	23%	False	False	3,340

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.097
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	81.370
2.618	80.880
1.618	80.580
1.000	80.395
0.618	80.280
HIGH	80.095
0.618	79.980
0.500	79.945
0.382	79.910
LOW	79.795
0.618	79.610
1.000	79.495
1.618	79.310
2.618	79.010
4.250	78.520

Fisher Pivots for day following 03-Oct-2012
Pivot	1 day	3 day
R1	80.024	80.010
PP	79.985	79.956
S1	79.945	79.903

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

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