ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 17-Oct-2012

Day Change Summary
	Previous	Current
	16-Oct-2012	17-Oct-2012	Change	Change %	Previous Week
Open	79.745	79.215	-0.530	-0.7%	79.465
High	79.810	79.275	-0.535	-0.7%	80.310
Low	79.365	78.970	-0.395	-0.5%	79.430
Close	79.464	79.059	-0.405	-0.5%	79.740
Range	0.445	0.305	-0.140	-31.5%	0.880
ATR	0.457	0.459	0.003	0.6%	0.000
Volume	19,137	18,829	-308	-1.6%	83,946

Daily Pivots for day following 17-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.016	79.843	79.227
R3	79.711	79.538	79.143
R2	79.406	79.406	79.115
R1	79.233	79.233	79.087	79.167
PP	79.101	79.101	79.101	79.069
S1	78.928	78.928	79.031	78.862
S2	78.796	78.796	79.003
S3	78.491	78.623	78.975
S4	78.186	78.318	78.891

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	80.295	78.970	1.325	1.7%	0.391	0.5%	7%	False	True	16,851
10	80.310	78.970	1.340	1.7%	0.433	0.5%	7%	False	True	17,367
20	80.310	78.970	1.340	1.7%	0.448	0.6%	7%	False	True	17,957
40	82.370	78.725	3.645	4.6%	0.455	0.6%	9%	False	False	12,597
60	84.435	78.725	5.710	7.2%	0.452	0.6%	6%	False	False	8,411
80	84.610	78.725	5.885	7.4%	0.410	0.5%	6%	False	False	6,314
100	84.610	78.725	5.885	7.4%	0.349	0.4%	6%	False	False	5,077
120	84.610	78.725	5.885	7.4%	0.291	0.4%	6%	False	False	4,231

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	0.082
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	80.571
2.618	80.073
1.618	79.768
1.000	79.580
0.618	79.463
HIGH	79.275
0.618	79.158
0.500	79.123
0.382	79.087
LOW	78.970
0.618	78.782
1.000	78.665
1.618	78.477
2.618	78.172
4.250	77.674

Fisher Pivots for day following 17-Oct-2012
Pivot	1 day	3 day
R1	79.123	79.508
PP	79.101	79.358
S1	79.080	79.209

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

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