ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 24-Oct-2012

Day Change Summary
	Previous	Current
	23-Oct-2012	24-Oct-2012	Change	Change %	Previous Week
Open	79.620	80.035	0.415	0.5%	79.820
High	80.155	80.245	0.090	0.1%	80.045
Low	79.620	79.910	0.290	0.4%	78.970
Close	80.080	80.015	-0.065	-0.1%	79.688
Range	0.535	0.335	-0.200	-37.4%	1.075
ATR	0.442	0.434	-0.008	-1.7%	0.000
Volume	21,584	18,543	-3,041	-14.1%	87,544

Daily Pivots for day following 24-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.062	80.873	80.199
R3	80.727	80.538	80.107
R2	80.392	80.392	80.076
R1	80.203	80.203	80.046	80.130
PP	80.057	80.057	80.057	80.020
S1	79.868	79.868	79.984	79.795
S2	79.722	79.722	79.954
S3	79.387	79.533	79.923
S4	79.052	79.198	79.831

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	80.245	79.035	1.210	1.5%	0.379	0.5%	81%	True	False	18,088
10	80.295	78.970	1.325	1.7%	0.385	0.5%	79%	False	False	17,470
20	80.310	78.970	1.340	1.7%	0.431	0.5%	78%	False	False	17,614
40	82.070	78.725	3.345	4.2%	0.456	0.6%	39%	False	False	14,845
60	83.945	78.725	5.220	6.5%	0.446	0.6%	25%	False	False	9,914
80	84.610	78.725	5.885	7.4%	0.420	0.5%	22%	False	False	7,443
100	84.610	78.725	5.885	7.4%	0.368	0.5%	22%	False	False	5,981
120	84.610	78.725	5.885	7.4%	0.307	0.4%	22%	False	False	4,985

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	0.079
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.669
2.618	81.122
1.618	80.787
1.000	80.580
0.618	80.452
HIGH	80.245
0.618	80.117
0.500	80.078
0.382	80.038
LOW	79.910
0.618	79.703
1.000	79.575
1.618	79.368
2.618	79.033
4.250	78.486

Fisher Pivots for day following 24-Oct-2012
Pivot	1 day	3 day
R1	80.078	79.973
PP	80.057	79.932
S1	80.036	79.890

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

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