ICE US Dollar Index Future June 2012

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Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary Previous Current 27-Feb-2012 28-Feb-2012 Change Change % Previous Week Open 78.790 78.860 0.070 0.1% 79.510 High 79.040 78.995 -0.045 -0.1% 79.830 Low 78.695 78.600 -0.095 -0.1% 78.580 Close 78.906 78.625 -0.281 -0.4% 78.771 Range 0.345 0.395 0.050 14.5% 1.250 ATR 0.486 0.480 -0.007 -1.3% 0.000 Volume 167 120 -47 -28.1% 340
Daily Pivots for day following 28-Feb-2012 Classic Woodie Camarilla DeMark R4 79.925 79.670 78.842 R3 79.530 79.275 78.734 R2 79.135 79.135 78.697 R1 78.880 78.880 78.661 78.810 PP 78.740 78.740 78.740 78.705 S1 78.485 78.485 78.589 78.415 S2 78.345 78.345 78.553 S3 77.950 78.090 78.516 S4 77.555 77.695 78.408	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% 0.422 0.5% 4% False False 100 10 80.585 78.580 2.005 2.6% 0.453 0.6% 2% False False 104 20 80.585 78.580 2.005 2.6% 0.364 0.5% 2% False False 67 40 82.286 78.580 3.706 4.7% 0.257 0.3% 1% False False 38 60 82.286 78.580 3.706 4.7% 0.180 0.2% 1% False False 38
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.099 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 80.674 2.618 80.029 1.618 79.634 1.000 79.390 0.618 79.239 HIGH 78.995 0.618 78.844 0.500 78.798 0.382 78.751 LOW 78.600 0.618 78.356 1.000 78.205 1.618 77.961 2.618 77.566 4.250 76.921
Fisher Pivots for day following 28-Feb-2012 Pivot 1 day 3 day R1 78.798 78.845 PP 78.740 78.772 S1 78.683 78.698

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