ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 29-Oct-2012

Day Change Summary
	Previous	Current
	26-Oct-2012	29-Oct-2012	Change	Change %	Previous Week
Open	80.185	80.075	-0.110	-0.1%	79.700
High	80.375	80.425	0.050	0.1%	80.375
Low	80.000	80.075	0.075	0.1%	79.535
Close	80.156	80.318	0.162	0.2%	80.156
Range	0.375	0.350	-0.025	-6.7%	0.840
ATR	0.431	0.425	-0.006	-1.3%	0.000
Volume	24,915	11,538	-13,377	-53.7%	97,005

Daily Pivots for day following 29-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.323	81.170	80.511
R3	80.973	80.820	80.414
R2	80.623	80.623	80.382
R1	80.470	80.470	80.350	80.547
PP	80.273	80.273	80.273	80.311
S1	80.120	80.120	80.286	80.197
S2	79.923	79.923	80.254
S3	79.573	79.770	80.222
S4	79.223	79.420	80.126

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.542	82.189	80.618
R3	81.702	81.349	80.387
R2	80.862	80.862	80.310
R1	80.509	80.509	80.233	80.686
PP	80.022	80.022	80.022	80.110
S1	79.669	79.669	80.079	79.846
S2	79.182	79.182	80.002
S3	78.342	78.829	79.925
S4	77.502	77.989	79.694

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.425	79.620	0.805	1.0%	0.409	0.5%	87%	True	False	18,761
10	80.425	78.970	1.455	1.8%	0.382	0.5%	93%	True	False	18,208
20	80.425	78.970	1.455	1.8%	0.404	0.5%	93%	True	False	17,349
40	81.950	78.725	3.225	4.0%	0.457	0.6%	49%	False	False	16,174
60	83.250	78.725	4.525	5.6%	0.418	0.5%	35%	False	False	10,806
80	84.610	78.725	5.885	7.3%	0.422	0.5%	27%	False	False	8,113
100	84.610	78.725	5.885	7.3%	0.380	0.5%	27%	False	False	6,518
120	84.610	78.725	5.885	7.3%	0.316	0.4%	27%	False	False	5,432

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.078
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.913
2.618	81.341
1.618	80.991
1.000	80.775
0.618	80.641
HIGH	80.425
0.618	80.291
0.500	80.250
0.382	80.209
LOW	80.075
0.618	79.859
1.000	79.725
1.618	79.509
2.618	79.159
4.250	78.588

Fisher Pivots for day following 29-Oct-2012
Pivot	1 day	3 day
R1	80.295	80.245
PP	80.273	80.173
S1	80.250	80.100

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

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