ICE US Dollar Index Future December 2012

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

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	81.095	81.250	0.155	0.2%	81.105
High	81.515	81.280	-0.235	-0.3%	81.515
Low	81.080	80.835	-0.245	-0.3%	80.940
Close	81.310	80.922	-0.388	-0.5%	81.310
Range	0.435	0.445	0.010	2.3%	0.575
ATR	0.384	0.391	0.006	1.7%	0.000
Volume	28,853	17,494	-11,359	-39.4%	107,640

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.347	82.080	81.167
R3	81.902	81.635	81.044
R2	81.457	81.457	81.004
R1	81.190	81.190	80.963	81.101
PP	81.012	81.012	81.012	80.968
S1	80.745	80.745	80.881	80.656
S2	80.567	80.567	80.840
S3	80.122	80.300	80.800
S4	79.677	79.855	80.677

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.980	82.720	81.626
R3	82.405	82.145	81.468
R2	81.830	81.830	81.415
R1	81.570	81.570	81.363	81.700
PP	81.255	81.255	81.255	81.320
S1	80.995	80.995	81.257	81.125
S2	80.680	80.680	81.205
S3	80.105	80.420	81.152
S4	79.530	79.845	80.994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.515	80.835	0.680	0.8%	0.343	0.4%	13%	False	True	22,924
10	81.515	80.365	1.150	1.4%	0.361	0.4%	48%	False	False	22,862
20	81.515	79.620	1.895	2.3%	0.385	0.5%	69%	False	False	20,896
40	81.515	78.970	2.545	3.1%	0.406	0.5%	77%	False	False	19,089
60	82.130	78.725	3.405	4.2%	0.430	0.5%	65%	False	False	16,195
80	83.945	78.725	5.220	6.5%	0.425	0.5%	42%	False	False	12,158
100	84.610	78.725	5.885	7.3%	0.407	0.5%	37%	False	False	9,734
120	84.610	78.725	5.885	7.3%	0.364	0.4%	37%	False	False	8,133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.105
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	83.171
2.618	82.445
1.618	82.000
1.000	81.725
0.618	81.555
HIGH	81.280
0.618	81.110
0.500	81.058
0.382	81.005
LOW	80.835
0.618	80.560
1.000	80.390
1.618	80.115
2.618	79.670
4.250	78.944

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	81.058	81.175
PP	81.012	81.091
S1	80.967	81.006

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

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