ICE US Dollar Index Future September 2012

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Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary Previous Current 24-May-2012 25-May-2012 Change Change % Previous Week Open 82.650 82.765 0.115 0.1% 81.605 High 82.935 82.965 0.030 0.0% 82.965 Low 82.500 82.605 0.105 0.1% 81.415 Close 82.887 82.963 0.076 0.1% 82.963 Range 0.435 0.360 -0.075 -17.2% 1.550 ATR 0.413 0.409 -0.004 -0.9% 0.000 Volume 246 408 162 65.9% 840
Daily Pivots for day following 25-May-2012 Classic Woodie Camarilla DeMark R4 83.924 83.804 83.161 R3 83.564 83.444 83.062 R2 83.204 83.204 83.029 R1 83.084 83.084 82.996 83.144 PP 82.844 82.844 82.844 82.875 S1 82.724 82.724 82.930 82.784 S2 82.484 82.484 82.897 S3 82.124 82.364 82.864 S4 81.764 82.004 82.765	Weekly Pivots for week ending 25-May-2012 Classic Woodie Camarilla DeMark R4 87.098 86.580 83.816 R3 85.548 85.030 83.389 R2 83.998 83.998 83.247 R1 83.480 83.480 83.105 83.739 PP 82.448 82.448 82.448 82.577 S1 81.930 81.930 82.821 82.189 S2 80.898 80.898 82.679 S3 79.348 80.380 82.537 S4 77.798 78.830 82.111
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 82.965 81.415 1.550 1.9% 0.525 0.6% 100% True False 168 10 82.965 80.760 2.205 2.7% 0.458 0.6% 100% True False 115 20 82.965 79.025 3.940 4.7% 0.332 0.4% 100% True False 67 40 82.965 79.025 3.940 4.7% 0.275 0.3% 100% True False 56
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.102 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 84.495 2.618 83.907 1.618 83.547 1.000 83.325 0.618 83.187 HIGH 82.965 0.618 82.827 0.500 82.785 0.382 82.743 LOW 82.605 0.618 82.383 1.000 82.245 1.618 82.023 2.618 81.663 4.250 81.075
Fisher Pivots for day following 25-May-2012 Pivot 1 day 3 day R1 82.904 82.820 PP 82.844 82.676 S1 82.785 82.533

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