ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 06-Jan-2012

Day Change Summary
	Previous	Current
	05-Jan-2012	06-Jan-2012	Change	Change %	Previous Week
Open	81.200	82.175	0.975	1.2%	81.000
High	81.785	82.205	0.420	0.5%	82.205
Low	81.200	82.000	0.800	1.0%	80.305
Close	81.705	82.047	0.342	0.4%	82.047
Range	0.585	0.205	-0.380	-65.0%	1.900
ATR	0.363	0.373	0.010	2.7%	0.000
Volume	16	16	0	0.0%	43

Daily Pivots for day following 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.699	82.578	82.160
R3	82.494	82.373	82.103
R2	82.289	82.289	82.085
R1	82.168	82.168	82.066	82.126
PP	82.084	82.084	82.084	82.063
S1	81.963	81.963	82.028	81.921
S2	81.879	81.879	82.009
S3	81.674	81.758	81.991
S4	81.469	81.553	81.934

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	87.219	86.533	83.092
R3	85.319	84.633	82.570
R2	83.419	83.419	82.395
R1	82.733	82.733	82.221	83.076
PP	81.519	81.519	81.519	81.691
S1	80.833	80.833	81.873	81.176
S2	79.619	79.619	81.699
S3	77.719	78.933	81.525
S4	75.819	77.033	81.002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.205	80.305	1.900	2.3%	0.354	0.4%	92%	True	False	8
10	82.205	80.305	1.900	2.3%	0.177	0.2%	92%	True	False	5
20	82.205	79.375	2.830	3.4%	0.105	0.1%	94%	True	False	39

Crabel Price Patterns
NR	True
NR4	True
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	-0.038
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	83.076
2.618	82.742
1.618	82.537
1.000	82.410
0.618	82.332
HIGH	82.205
0.618	82.127
0.500	82.103
0.382	82.078
LOW	82.000
0.618	81.873
1.000	81.795
1.618	81.668
2.618	81.463
4.250	81.129

Fisher Pivots for day following 06-Jan-2012
Pivot	1 day	3 day
R1	82.103	81.783
PP	82.084	81.519
S1	82.066	81.255

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

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