ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 20-Nov-2012

Day Change Summary
	Previous	Current
	19-Nov-2012	20-Nov-2012	Change	Change %	Previous Week
Open	81.250	81.025	-0.225	-0.3%	81.105
High	81.280	81.075	-0.205	-0.3%	81.515
Low	80.835	80.845	0.010	0.0%	80.940
Close	80.922	81.000	0.078	0.1%	81.310
Range	0.445	0.230	-0.215	-48.3%	0.575
ATR	0.391	0.379	-0.011	-2.9%	0.000
Volume	17,494	13,524	-3,970	-22.7%	107,640

Daily Pivots for day following 20-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.663	81.562	81.127
R3	81.433	81.332	81.063
R2	81.203	81.203	81.042
R1	81.102	81.102	81.021	81.038
PP	80.973	80.973	80.973	80.941
S1	80.872	80.872	80.979	80.808
S2	80.743	80.743	80.958
S3	80.513	80.642	80.937
S4	80.283	80.412	80.874

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%	0.332	0.4%	24%	False	False	21,491
10	81.515	80.365	1.150	1.4%	0.357	0.4%	55%	False	False	21,782
20	81.515	79.720	1.795	2.2%	0.370	0.5%	71%	False	False	20,493
40	81.515	78.970	2.545	3.1%	0.402	0.5%	80%	False	False	19,020
60	82.130	78.725	3.405	4.2%	0.431	0.5%	67%	False	False	16,420
80	83.945	78.725	5.220	6.4%	0.426	0.5%	44%	False	False	12,327
100	84.610	78.725	5.885	7.3%	0.407	0.5%	39%	False	False	9,867
120	84.610	78.725	5.885	7.3%	0.366	0.5%	39%	False	False	8,246

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.098
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	82.053
2.618	81.677
1.618	81.447
1.000	81.305
0.618	81.217
HIGH	81.075
0.618	80.987
0.500	80.960
0.382	80.933
LOW	80.845
0.618	80.703
1.000	80.615
1.618	80.473
2.618	80.243
4.250	79.868

Fisher Pivots for day following 20-Nov-2012
Pivot	1 day	3 day
R1	80.987	81.175
PP	80.973	81.117
S1	80.960	81.058

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

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