ICE US Dollar Index Future June 2012

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Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary Previous Current 17-Jan-2012 18-Jan-2012 Change Change % Previous Week Open 81.675 81.175 -0.500 -0.6% 81.848 High 81.785 81.175 -0.610 -0.7% 82.175 Low 81.675 81.175 -0.500 -0.6% 81.675 Close 81.924 81.317 -0.607 -0.7% 82.286 Range 0.110 0.000 -0.110 -100.0% 0.500 ATR 0.379 0.405 0.026 7.0% 0.000 Volume 4 1 -3 -75.0% 52
Daily Pivots for day following 18-Jan-2012 Classic Woodie Camarilla DeMark R4 81.222 81.270 81.317 R3 81.222 81.270 81.317 R2 81.222 81.222 81.317 R1 81.270 81.270 81.317 81.246 PP 81.222 81.222 81.222 81.211 S1 81.270 81.270 81.317 81.246 S2 81.222 81.222 81.317 S3 81.222 81.270 81.317 S4 81.222 81.270 81.317	Weekly Pivots for week ending 13-Jan-2012 Classic Woodie Camarilla DeMark R4 83.545 83.416 82.561 R3 83.045 82.916 82.424 R2 82.545 82.545 82.378 R1 82.416 82.416 82.332 82.481 PP 82.045 82.045 82.045 82.078 S1 81.916 81.916 82.240 81.981 S2 81.545 81.545 82.194 S3 81.045 81.416 82.149 S4 80.545 80.916 82.011
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 82.286 81.175 1.111 1.4% 0.022 0.0% 13% False True 2 10 82.286 81.175 1.111 1.4% 0.090 0.1% 13% False True 9 20 82.286 80.305 1.981 2.4% 0.094 0.1% 51% False False 5
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 0.003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 81.175 2.618 81.175 1.618 81.175 1.000 81.175 0.618 81.175 HIGH 81.175 0.618 81.175 0.500 81.175 0.382 81.175 LOW 81.175 0.618 81.175 1.000 81.175 1.618 81.175 2.618 81.175 4.250 81.175
Fisher Pivots for day following 18-Jan-2012 Pivot 1 day 3 day R1 81.270 81.731 PP 81.222 81.593 S1 81.175 81.455

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