ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 02-Nov-2012

Day Change Summary
	Previous	Current
	01-Nov-2012	02-Nov-2012	Change	Change %	Previous Week
Open	79.990	80.115	0.125	0.2%	80.075
High	80.190	80.740	0.550	0.7%	80.740
Low	79.925	80.095	0.170	0.2%	79.720
Close	80.136	80.683	0.547	0.7%	80.683
Range	0.265	0.645	0.380	143.4%	1.020
ATR	0.411	0.428	0.017	4.1%	0.000
Volume	18,563	28,225	9,662	52.0%	88,892

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.441	82.207	81.038
R3	81.796	81.562	80.860
R2	81.151	81.151	80.801
R1	80.917	80.917	80.742	81.034
PP	80.506	80.506	80.506	80.565
S1	80.272	80.272	80.624	80.389
S2	79.861	79.861	80.565
S3	79.216	79.627	80.506
S4	78.571	78.982	80.328

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.441	83.082	81.244
R3	82.421	82.062	80.964
R2	81.401	81.401	80.870
R1	81.042	81.042	80.777	81.222
PP	80.381	80.381	80.381	80.471
S1	80.022	80.022	80.590	80.202
S2	79.361	79.361	80.496
S3	78.341	79.002	80.403
S4	77.321	77.982	80.122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.740	79.720	1.020	1.3%	0.414	0.5%	94%	True	False	17,778
10	80.740	79.535	1.205	1.5%	0.399	0.5%	95%	True	False	18,589
20	80.740	78.970	1.770	2.2%	0.406	0.5%	97%	True	False	17,869
40	80.740	78.725	2.015	2.5%	0.440	0.5%	97%	True	False	17,972
60	83.250	78.725	4.525	5.6%	0.424	0.5%	43%	False	False	12,093
80	84.610	78.725	5.885	7.3%	0.431	0.5%	33%	False	False	9,079
100	84.610	78.725	5.885	7.3%	0.397	0.5%	33%	False	False	7,277
120	84.610	78.725	5.885	7.3%	0.331	0.4%	33%	False	False	6,076

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.071
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	83.481
2.618	82.429
1.618	81.784
1.000	81.385
0.618	81.139
HIGH	80.740
0.618	80.494
0.500	80.418
0.382	80.341
LOW	80.095
0.618	79.696
1.000	79.450
1.618	79.051
2.618	78.406
4.250	77.354

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	80.595	80.532
PP	80.506	80.381
S1	80.418	80.230

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

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