ICE US Dollar Index Future June 2012

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Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary Previous Current 11-Jan-2012 12-Jan-2012 Change Change % Previous Week Open 82.175 81.675 -0.500 -0.6% 81.000 High 82.175 81.675 -0.500 -0.6% 82.205 Low 82.175 81.675 -0.500 -0.6% 80.305 Close 82.109 81.531 -0.578 -0.7% 82.047 Range ATR 0.364 0.369 0.005 1.4% 0.000 Volume 40 3 -37 -92.5% 43
Daily Pivots for day following 12-Jan-2012 Classic Woodie Camarilla DeMark R4 81.627 81.579 81.531 R3 81.627 81.579 81.531 R2 81.627 81.627 81.531 R1 81.579 81.579 81.531 81.603 PP 81.627 81.627 81.627 81.639 S1 81.579 81.579 81.531 81.603 S2 81.627 81.627 81.531 S3 81.627 81.579 81.531 S4 81.627 81.579 81.531	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 81.675 0.530 0.7% 0.041 0.1% -27% False True 13 10 82.205 80.305 1.900 2.3% 0.177 0.2% 65% False False 9 20 82.205 80.305 1.900 2.3% 0.089 0.1% 65% False False 5
Crabel Price Patterns NR False 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 -0.038	Fibonacci Retracements and Extensions 4.250 81.675 2.618 81.675 1.618 81.675 1.000 81.675 0.618 81.675 HIGH 81.675 0.618 81.675 0.500 81.675 0.382 81.675 LOW 81.675 0.618 81.675 1.000 81.675 1.618 81.675 2.618 81.675 4.250 81.675
Fisher Pivots for day following 12-Jan-2012 Pivot 1 day 3 day R1 81.675 81.925 PP 81.627 81.794 S1 81.579 81.662

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