ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	79.820	79.745	-0.075	-0.1%	79.465
High	80.045	79.810	-0.235	-0.3%	80.310
Low	79.680	79.365	-0.315	-0.4%	79.430
Close	79.806	79.464	-0.342	-0.4%	79.740
Range	0.365	0.445	0.080	21.9%	0.880
ATR	0.458	0.457	-0.001	-0.2%	0.000
Volume	14,000	19,137	5,137	36.7%	83,946

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.881	80.618	79.709
R3	80.436	80.173	79.586
R2	79.991	79.991	79.546
R1	79.728	79.728	79.505	79.637
PP	79.546	79.546	79.546	79.501
S1	79.283	79.283	79.423	79.192
S2	79.101	79.101	79.382
S3	78.656	78.838	79.342
S4	78.211	78.393	79.219

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	79.365	0.945	1.2%	0.405	0.5%	10%	False	True	16,763
10	80.310	79.180	1.130	1.4%	0.432	0.5%	25%	False	False	16,877
20	80.310	79.070	1.240	1.6%	0.453	0.6%	32%	False	False	17,967
40	82.770	78.725	4.045	5.1%	0.464	0.6%	18%	False	False	12,127
60	84.610	78.725	5.885	7.4%	0.449	0.6%	13%	False	False	8,099
80	84.610	78.725	5.885	7.4%	0.406	0.5%	13%	False	False	6,079
100	84.610	78.725	5.885	7.4%	0.346	0.4%	13%	False	False	4,889
120	84.610	78.725	5.885	7.4%	0.288	0.4%	13%	False	False	4,074

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	0.082
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.701
2.618	80.975
1.618	80.530
1.000	80.255
0.618	80.085
HIGH	79.810
0.618	79.640
0.500	79.588
0.382	79.535
LOW	79.365
0.618	79.090
1.000	78.920
1.618	78.645
2.618	78.200
4.250	77.474

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	79.588	79.705
PP	79.546	79.625
S1	79.505	79.544

Download as Excel Spreadsheet

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

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