ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	81.110	80.685	-0.425	-0.5%	82.286
High	81.110	80.755	-0.355	-0.4%	82.286
Low	80.880	80.685	-0.195	-0.2%	80.685
Close	80.895	80.856	-0.039	0.0%	80.856
Range	0.230	0.070	-0.160	-69.6%	1.601
ATR	0.407	0.393	-0.014	-3.5%	0.000
Volume	4	4	0	0.0%	15

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.975	80.986	80.895
R3	80.905	80.916	80.875
R2	80.835	80.835	80.869
R1	80.846	80.846	80.862	80.841
PP	80.765	80.765	80.765	80.763
S1	80.776	80.776	80.850	80.771
S2	80.695	80.695	80.843
S3	80.625	80.706	80.837
S4	80.555	80.636	80.818

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.079	85.068	81.737
R3	84.478	83.467	81.296
R2	82.877	82.877	81.150
R1	81.866	81.866	81.003	81.571
PP	81.276	81.276	81.276	81.128
S1	80.265	80.265	80.709	79.970
S2	79.675	79.675	80.562
S3	78.074	78.664	80.416
S4	76.473	77.063	79.975

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.286	80.685	1.601	2.0%	0.082	0.1%	11%	False	True	3
10	82.286	80.685	1.601	2.0%	0.041	0.1%	11%	False	True	6
20	82.286	80.305	1.981	2.5%	0.109	0.1%	28%	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	0.000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.053
2.618	80.938
1.618	80.868
1.000	80.825
0.618	80.798
HIGH	80.755
0.618	80.728
0.500	80.720
0.382	80.712
LOW	80.685
0.618	80.642
1.000	80.615
1.618	80.572
2.618	80.502
4.250	80.388

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	80.811	80.930
PP	80.765	80.905
S1	80.720	80.881

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

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