ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 12-Oct-2012

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	80.145	79.850	-0.295	-0.4%	79.465
High	80.295	79.900	-0.395	-0.5%	80.310
Low	79.780	79.575	-0.205	-0.3%	79.430
Close	79.860	79.740	-0.120	-0.2%	79.740
Range	0.515	0.325	-0.190	-36.9%	0.880
ATR	0.476	0.465	-0.011	-2.3%	0.000
Volume	17,275	15,016	-2,259	-13.1%	83,946

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.713	80.552	79.919
R3	80.388	80.227	79.829
R2	80.063	80.063	79.800
R1	79.902	79.902	79.770	79.820
PP	79.738	79.738	79.738	79.698
S1	79.577	79.577	79.710	79.495
S2	79.413	79.413	79.680
S3	79.088	79.252	79.651
S4	78.763	78.927	79.561

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.467	81.983	80.224
R3	81.587	81.103	79.982
R2	80.707	80.707	79.901
R1	80.223	80.223	79.821	80.465
PP	79.827	79.827	79.827	79.948
S1	79.343	79.343	79.659	79.585
S2	78.947	78.947	79.579
S3	78.067	78.463	79.498
S4	77.187	77.583	79.256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.310	79.430	0.880	1.1%	0.443	0.6%	35%	False	False	16,789
10	80.310	79.180	1.130	1.4%	0.448	0.6%	50%	False	False	16,920
20	80.310	78.835	1.475	1.8%	0.446	0.6%	61%	False	False	17,859
40	83.100	78.725	4.375	5.5%	0.458	0.6%	23%	False	False	11,300
60	84.610	78.725	5.885	7.4%	0.446	0.6%	17%	False	False	7,547
80	84.610	78.725	5.885	7.4%	0.401	0.5%	17%	False	False	5,665
100	84.610	78.725	5.885	7.4%	0.338	0.4%	17%	False	False	4,557

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	0.087
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	81.281
2.618	80.751
1.618	80.426
1.000	80.225
0.618	80.101
HIGH	79.900
0.618	79.776
0.500	79.738
0.382	79.699
LOW	79.575
0.618	79.374
1.000	79.250
1.618	79.049
2.618	78.724
4.250	78.194

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	79.739	79.943
PP	79.738	79.875
S1	79.738	79.808

Download as Excel Spreadsheet

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

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