ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	81.190	81.150	-0.040	0.0%	80.710
High	81.320	81.215	-0.105	-0.1%	81.175
Low	81.035	80.940	-0.095	-0.1%	80.365
Close	81.140	81.100	-0.040	0.0%	81.098
Range	0.285	0.275	-0.010	-3.5%	0.810
ATR	0.397	0.389	-0.009	-2.2%	0.000
Volume	20,689	23,305	2,616	12.6%	121,645

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.910	81.780	81.251
R3	81.635	81.505	81.176
R2	81.360	81.360	81.150
R1	81.230	81.230	81.125	81.158
PP	81.085	81.085	81.085	81.049
S1	80.955	80.955	81.075	80.883
S2	80.810	80.810	81.050
S3	80.535	80.680	81.024
S4	80.260	80.405	80.949

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.309	83.014	81.544
R3	82.499	82.204	81.321
R2	81.689	81.689	81.247
R1	81.394	81.394	81.172	81.542
PP	80.879	80.879	80.879	80.953
S1	80.584	80.584	81.024	80.732
S2	80.069	80.069	80.950
S3	79.259	79.774	80.875
S4	78.449	78.964	80.653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.320	80.685	0.635	0.8%	0.304	0.4%	65%	False	False	19,785
10	81.320	79.925	1.395	1.7%	0.370	0.5%	84%	False	False	22,294
20	81.320	79.035	2.285	2.8%	0.379	0.5%	90%	False	False	19,881
40	81.320	78.970	2.350	2.9%	0.413	0.5%	91%	False	False	18,919
60	82.370	78.725	3.645	4.5%	0.430	0.5%	65%	False	False	15,025
80	84.435	78.725	5.710	7.0%	0.434	0.5%	42%	False	False	11,278
100	84.610	78.725	5.885	7.3%	0.404	0.5%	40%	False	False	9,027
120	84.610	78.725	5.885	7.3%	0.354	0.4%	40%	False	False	7,544

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.117
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.384
2.618	81.935
1.618	81.660
1.000	81.490
0.618	81.385
HIGH	81.215
0.618	81.110
0.500	81.078
0.382	81.045
LOW	80.940
0.618	80.770
1.000	80.665
1.618	80.495
2.618	80.220
4.250	79.771

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	81.093	81.130
PP	81.085	81.120
S1	81.078	81.110

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

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