ICE US Dollar Index Future June 2012

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Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary Previous Current 23-Feb-2012 24-Feb-2012 Change Change % Previous Week Open 79.500 79.005 -0.495 -0.6% 79.510 High 79.550 79.110 -0.440 -0.6% 79.830 Low 78.985 78.580 -0.405 -0.5% 78.580 Close 79.280 78.771 -0.509 -0.6% 78.771 Range 0.565 0.530 -0.035 -6.2% 1.250 ATR 0.482 0.497 0.016 3.2% 0.000 Volume 85 85 0 0.0% 340
Daily Pivots for day following 24-Feb-2012 Classic Woodie Camarilla DeMark R4 80.410 80.121 79.063 R3 79.880 79.591 78.917 R2 79.350 79.350 78.868 R1 79.061 79.061 78.820 78.941 PP 78.820 78.820 78.820 78.760 S1 78.531 78.531 78.722 78.411 S2 78.290 78.290 78.674 S3 77.760 78.001 78.625 S4 77.230 77.471 78.480	Weekly Pivots for week ending 24-Feb-2012 Classic Woodie Camarilla DeMark R4 82.810 82.041 79.459 R3 81.560 80.791 79.115 R2 80.310 80.310 79.000 R1 79.541 79.541 78.886 79.301 PP 79.060 79.060 79.060 78.940 S1 78.291 78.291 78.656 78.051 S2 77.810 77.810 78.542 S3 76.560 77.041 78.427 S4 75.310 75.791 78.084
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 79.830 78.580 1.250 1.6% 0.418 0.5% 15% False True 68 10 80.585 78.580 2.005 2.5% 0.474 0.6% 10% False True 98 20 80.585 78.580 2.005 2.5% 0.331 0.4% 10% False True 55 40 82.286 78.580 3.706 4.7% 0.244 0.3% 5% False True 31 60 82.286 78.580 3.706 4.7% 0.168 0.2% 5% False True 33
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 0.076 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 81.363 2.618 80.498 1.618 79.968 1.000 79.640 0.618 79.438 HIGH 79.110 0.618 78.908 0.500 78.845 0.382 78.782 LOW 78.580 0.618 78.252 1.000 78.050 1.618 77.722 2.618 77.192 4.250 76.328
Fisher Pivots for day following 24-Feb-2012 Pivot 1 day 3 day R1 78.845 79.205 PP 78.820 79.060 S1 78.796 78.916

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