ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 18-Oct-2012

Day Change Summary
	Previous	Current
	17-Oct-2012	18-Oct-2012	Change	Change %	Previous Week
Open	79.215	79.120	-0.095	-0.1%	79.465
High	79.275	79.465	0.190	0.2%	80.310
Low	78.970	79.035	0.065	0.1%	79.430
Close	79.059	79.425	0.366	0.5%	79.740
Range	0.305	0.430	0.125	41.0%	0.880
ATR	0.459	0.457	-0.002	-0.5%	0.000
Volume	18,829	17,855	-974	-5.2%	83,946

Daily Pivots for day following 18-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.598	80.442	79.662
R3	80.168	80.012	79.543
R2	79.738	79.738	79.504
R1	79.582	79.582	79.464	79.660
PP	79.308	79.308	79.308	79.348
S1	79.152	79.152	79.386	79.230
S2	78.878	78.878	79.346
S3	78.448	78.722	79.307
S4	78.018	78.292	79.189

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	80.045	78.970	1.075	1.4%	0.374	0.5%	42%	False	False	16,967
10	80.310	78.970	1.340	1.7%	0.411	0.5%	34%	False	False	17,149
20	80.310	78.970	1.340	1.7%	0.438	0.6%	34%	False	False	17,492
40	82.130	78.725	3.405	4.3%	0.451	0.6%	21%	False	False	13,039
60	84.000	78.725	5.275	6.6%	0.453	0.6%	13%	False	False	8,708
80	84.610	78.725	5.885	7.4%	0.415	0.5%	12%	False	False	6,537
100	84.610	78.725	5.885	7.4%	0.353	0.4%	12%	False	False	5,256
120	84.610	78.725	5.885	7.4%	0.294	0.4%	12%	False	False	4,380

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	0.084
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.293
2.618	80.591
1.618	80.161
1.000	79.895
0.618	79.731
HIGH	79.465
0.618	79.301
0.500	79.250
0.382	79.199
LOW	79.035
0.618	78.769
1.000	78.605
1.618	78.339
2.618	77.909
4.250	77.208

Fisher Pivots for day following 18-Oct-2012
Pivot	1 day	3 day
R1	79.367	79.413
PP	79.308	79.402
S1	79.250	79.390

Download as Excel Spreadsheet

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

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