ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 04-Oct-2012

Day Change Summary
	Previous	Current
	03-Oct-2012	04-Oct-2012	Change	Change %	Previous Week
Open	79.855	79.940	0.085	0.1%	79.420
High	80.095	80.005	-0.090	-0.1%	80.090
Low	79.795	79.355	-0.440	-0.6%	79.375
Close	80.064	79.440	-0.624	-0.8%	80.025
Range	0.300	0.650	0.350	116.7%	0.715
ATR	0.469	0.486	0.017	3.7%	0.000
Volume	13,938	20,032	6,094	43.7%	92,162

Daily Pivots for day following 04-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.550	81.145	79.798
R3	80.900	80.495	79.619
R2	80.250	80.250	79.559
R1	79.845	79.845	79.500	79.723
PP	79.600	79.600	79.600	79.539
S1	79.195	79.195	79.380	79.073
S2	78.950	78.950	79.321
S3	78.300	78.545	79.261
S4	77.650	77.895	79.083

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	79.355	0.895	1.1%	0.517	0.7%	9%	False	True	17,997
10	80.250	79.110	1.140	1.4%	0.465	0.6%	29%	False	False	17,835
20	81.395	78.725	2.670	3.4%	0.511	0.6%	27%	False	False	17,363
40	83.250	78.725	4.525	5.7%	0.434	0.5%	16%	False	False	8,762
60	84.610	78.725	5.885	7.4%	0.437	0.6%	12%	False	False	5,853
80	84.610	78.725	5.885	7.4%	0.390	0.5%	12%	False	False	4,413
100	84.610	78.725	5.885	7.4%	0.312	0.4%	12%	False	False	3,541

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.103
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	82.768
2.618	81.707
1.618	81.057
1.000	80.655
0.618	80.407
HIGH	80.005
0.618	79.757
0.500	79.680
0.382	79.603
LOW	79.355
0.618	78.953
1.000	78.705
1.618	78.303
2.618	77.653
4.250	76.593

Fisher Pivots for day following 04-Oct-2012
Pivot	1 day	3 day
R1	79.680	79.725
PP	79.600	79.630
S1	79.520	79.535

Download as Excel Spreadsheet

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

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