ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 19-Oct-2012

Day Change Summary
	Previous	Current
	18-Oct-2012	19-Oct-2012	Change	Change %	Previous Week
Open	79.120	79.425	0.305	0.4%	79.820
High	79.465	79.745	0.280	0.4%	80.045
Low	79.035	79.370	0.335	0.4%	78.970
Close	79.425	79.688	0.263	0.3%	79.688
Range	0.430	0.375	-0.055	-12.8%	1.075
ATR	0.457	0.451	-0.006	-1.3%	0.000
Volume	17,855	17,723	-132	-0.7%	87,544

Daily Pivots for day following 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.726	80.582	79.894
R3	80.351	80.207	79.791
R2	79.976	79.976	79.757
R1	79.832	79.832	79.722	79.904
PP	79.601	79.601	79.601	79.637
S1	79.457	79.457	79.654	79.529
S2	79.226	79.226	79.619
S3	78.851	79.082	79.585
S4	78.476	78.707	79.482

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.793	82.315	80.279
R3	81.718	81.240	79.984
R2	80.643	80.643	79.885
R1	80.165	80.165	79.787	79.867
PP	79.568	79.568	79.568	79.418
S1	79.090	79.090	79.589	78.792
S2	78.493	78.493	79.491
S3	77.418	78.015	79.392
S4	76.343	76.940	79.097

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	1.3%	0.384	0.5%	67%	False	False	17,508
10	80.310	78.970	1.340	1.7%	0.414	0.5%	54%	False	False	17,149
20	80.310	78.970	1.340	1.7%	0.436	0.5%	54%	False	False	17,445
40	82.130	78.725	3.405	4.3%	0.452	0.6%	28%	False	False	13,478
60	83.945	78.725	5.220	6.6%	0.444	0.6%	18%	False	False	9,003
80	84.610	78.725	5.885	7.4%	0.420	0.5%	16%	False	False	6,759
100	84.610	78.725	5.885	7.4%	0.357	0.4%	16%	False	False	5,433
120	84.610	78.725	5.885	7.4%	0.298	0.4%	16%	False	False	4,527

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.085
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.339
2.618	80.727
1.618	80.352
1.000	80.120
0.618	79.977
HIGH	79.745
0.618	79.602
0.500	79.558
0.382	79.513
LOW	79.370
0.618	79.138
1.000	78.995
1.618	78.763
2.618	78.388
4.250	77.776

Fisher Pivots for day following 19-Oct-2012
Pivot	1 day	3 day
R1	79.645	79.578
PP	79.601	79.468
S1	79.558	79.358

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

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