ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 11-Oct-2012

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	80.185	80.145	-0.040	0.0%	80.045
High	80.310	80.295	-0.015	0.0%	80.250
Low	79.935	79.780	-0.155	-0.2%	79.180
Close	80.017	79.860	-0.157	-0.2%	79.428
Range	0.375	0.515	0.140	37.3%	1.070
ATR	0.472	0.476	0.003	0.6%	0.000
Volume	18,391	17,275	-1,116	-6.1%	85,261

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.523	81.207	80.143
R3	81.008	80.692	80.002
R2	80.493	80.493	79.954
R1	80.177	80.177	79.907	80.078
PP	79.978	79.978	79.978	79.929
S1	79.662	79.662	79.813	79.563
S2	79.463	79.463	79.766
S3	78.948	79.147	79.718
S4	78.433	78.632	79.577

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.829	82.199	80.017
R3	81.759	81.129	79.722
R2	80.689	80.689	79.624
R1	80.059	80.059	79.526	79.839
PP	79.619	79.619	79.619	79.510
S1	78.989	78.989	79.330	78.769
S2	78.549	78.549	79.232
S3	77.479	77.919	79.134
S4	76.409	76.849	78.840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.310	79.180	1.130	1.4%	0.447	0.6%	60%	False	False	17,331
10	80.310	79.180	1.130	1.4%	0.482	0.6%	60%	False	False	17,664
20	80.310	78.725	1.585	2.0%	0.464	0.6%	72%	False	False	18,931
40	83.100	78.725	4.375	5.5%	0.458	0.6%	26%	False	False	10,925
60	84.610	78.725	5.885	7.4%	0.444	0.6%	19%	False	False	7,297
80	84.610	78.725	5.885	7.4%	0.400	0.5%	19%	False	False	5,477
100	84.610	78.725	5.885	7.4%	0.335	0.4%	19%	False	False	4,407

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.102
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.484
2.618	81.643
1.618	81.128
1.000	80.810
0.618	80.613
HIGH	80.295
0.618	80.098
0.500	80.038
0.382	79.977
LOW	79.780
0.618	79.462
1.000	79.265
1.618	78.947
2.618	78.432
4.250	77.591

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	80.038	79.940
PP	79.978	79.913
S1	79.919	79.887

Download as Excel Spreadsheet

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

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