ICE US Dollar Index Future June 2012

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Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary Previous Current 14-Feb-2012 15-Feb-2012 Change Change % Previous Week Open 79.650 79.800 0.150 0.2% 79.500 High 80.205 80.195 -0.010 0.0% 79.900 Low 79.650 79.675 0.025 0.0% 78.880 Close 80.079 80.158 0.079 0.1% 79.616 Range 0.555 0.520 -0.035 -6.3% 1.020 ATR 0.440 0.445 0.006 1.3% 0.000 Volume 194 143 -51 -26.3% 55
Daily Pivots for day following 15-Feb-2012 Classic Woodie Camarilla DeMark R4 81.569 81.384 80.444 R3 81.049 80.864 80.301 R2 80.529 80.529 80.253 R1 80.344 80.344 80.206 80.437 PP 80.009 80.009 80.009 80.056 S1 79.824 79.824 80.110 79.917 S2 79.489 79.489 80.063 S3 78.969 79.304 80.015 S4 78.449 78.784 79.872	Weekly Pivots for week ending 10-Feb-2012 Classic Woodie Camarilla DeMark R4 82.525 82.091 80.177 R3 81.505 81.071 79.897 R2 80.485 80.485 79.803 R1 80.051 80.051 79.710 80.268 PP 79.465 79.465 79.465 79.574 S1 79.031 79.031 79.523 79.248 S2 78.445 78.445 79.429 S3 77.425 78.011 79.336 S4 76.405 76.991 79.055
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 80.205 78.950 1.255 1.6% 0.314 0.4% 96% False False 73 10 80.205 78.880 1.325 1.7% 0.327 0.4% 96% False False 42 20 81.110 78.880 2.230 2.8% 0.231 0.3% 57% False False 27 40 82.286 78.880 3.406 4.2% 0.162 0.2% 38% False False 16
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.019 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 82.405 2.618 81.556 1.618 81.036 1.000 80.715 0.618 80.516 HIGH 80.195 0.618 79.996 0.500 79.935 0.382 79.874 LOW 79.675 0.618 79.354 1.000 79.155 1.618 78.834 2.618 78.314 4.250 77.465
Fisher Pivots for day following 15-Feb-2012 Pivot 1 day 3 day R1 80.084 79.991 PP 80.009 79.824 S1 79.935 79.658

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