ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 15-Oct-2012

Day Change Summary
	Previous	Current
	12-Oct-2012	15-Oct-2012	Change	Change %	Previous Week
Open	79.850	79.820	-0.030	0.0%	79.465
High	79.900	80.045	0.145	0.2%	80.310
Low	79.575	79.680	0.105	0.1%	79.430
Close	79.740	79.806	0.066	0.1%	79.740
Range	0.325	0.365	0.040	12.3%	0.880
ATR	0.465	0.458	-0.007	-1.5%	0.000
Volume	15,016	14,000	-1,016	-6.8%	83,946

Daily Pivots for day following 15-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.939	80.737	80.007
R3	80.574	80.372	79.906
R2	80.209	80.209	79.873
R1	80.007	80.007	79.839	79.926
PP	79.844	79.844	79.844	79.803
S1	79.642	79.642	79.773	79.561
S2	79.479	79.479	79.739
S3	79.114	79.277	79.706
S4	78.749	78.912	79.605

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	79.570	0.740	0.9%	0.441	0.6%	32%	False	False	17,791
10	80.310	79.180	1.130	1.4%	0.426	0.5%	55%	False	False	16,489
20	80.310	79.035	1.275	1.6%	0.447	0.6%	60%	False	False	17,773
40	83.070	78.725	4.345	5.4%	0.460	0.6%	25%	False	False	11,649
60	84.610	78.725	5.885	7.4%	0.449	0.6%	18%	False	False	7,780
80	84.610	78.725	5.885	7.4%	0.404	0.5%	18%	False	False	5,839
100	84.610	78.725	5.885	7.4%	0.342	0.4%	18%	False	False	4,697

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	0.080
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.596
2.618	81.001
1.618	80.636
1.000	80.410
0.618	80.271
HIGH	80.045
0.618	79.906
0.500	79.863
0.382	79.819
LOW	79.680
0.618	79.454
1.000	79.315
1.618	79.089
2.618	78.724
4.250	78.129

Fisher Pivots for day following 15-Oct-2012
Pivot	1 day	3 day
R1	79.863	79.935
PP	79.844	79.892
S1	79.825	79.849

Download as Excel Spreadsheet

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

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