ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	80.305	81.200	0.895	1.1%	80.490
High	81.065	81.785	0.720	0.9%	81.411
Low	80.305	81.200	0.895	1.1%	80.490
Close	80.920	81.705	0.785	1.0%	81.022
Range	0.760	0.585	-0.175	-23.0%	0.921
ATR	0.325	0.363	0.039	11.9%	0.000
Volume	11	16	5	45.5%	5

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.318	83.097	82.027
R3	82.733	82.512	81.866
R2	82.148	82.148	81.812
R1	81.927	81.927	81.759	82.038
PP	81.563	81.563	81.563	81.619
S1	81.342	81.342	81.651	81.453
S2	80.978	80.978	81.598
S3	80.393	80.757	81.544
S4	79.808	80.172	81.383

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.737	83.301	81.529
R3	82.816	82.380	81.275
R2	81.895	81.895	81.191
R1	81.459	81.459	81.106	81.677
PP	80.974	80.974	80.974	81.084
S1	80.538	80.538	80.938	80.756
S2	80.053	80.053	80.853
S3	79.132	79.617	80.769
S4	78.211	78.696	80.515

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.785	80.305	1.480	1.8%	0.313	0.4%	95%	True	False	5
10	81.785	80.305	1.480	1.8%	0.157	0.2%	95%	True	False	3
20	81.789	79.375	2.414	3.0%	0.095	0.1%	97%	False	False	38

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.271
2.618	83.317
1.618	82.732
1.000	82.370
0.618	82.147
HIGH	81.785
0.618	81.562
0.500	81.493
0.382	81.423
LOW	81.200
0.618	80.838
1.000	80.615
1.618	80.253
2.618	79.668
4.250	78.714

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	81.634	81.485
PP	81.563	81.265
S1	81.493	81.045

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

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