ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 09-Apr-2012

Day Change Summary
	Previous	Current
	05-Apr-2012	09-Apr-2012	Change	Change %	Previous Week
Open	79.915	80.050	0.135	0.2%	79.035
High	80.365	80.320	-0.045	-0.1%	80.365
Low	79.790	79.835	0.045	0.1%	78.795
Close	80.293	79.919	-0.374	-0.5%	80.293
Range	0.575	0.485	-0.090	-15.7%	1.570
ATR	0.569	0.563	-0.006	-1.1%	0.000
Volume	24,833	11,583	-13,250	-53.4%	95,244

Daily Pivots for day following 09-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.480	81.184	80.186
R3	80.995	80.699	80.052
R2	80.510	80.510	80.008
R1	80.214	80.214	79.963	80.120
PP	80.025	80.025	80.025	79.977
S1	79.729	79.729	79.875	79.635
S2	79.540	79.540	79.830
S3	79.055	79.244	79.786
S4	78.570	78.759	79.652

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.528	83.980	81.157
R3	82.958	82.410	80.725
R2	81.388	81.388	80.581
R1	80.840	80.840	80.437	81.114
PP	79.818	79.818	79.818	79.955
S1	79.270	79.270	80.149	79.544
S2	78.248	78.248	80.005
S3	76.678	77.700	79.861
S4	75.108	76.130	79.430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.365	78.795	1.570	2.0%	0.566	0.7%	72%	False	False	21,365
10	80.365	78.795	1.570	2.0%	0.535	0.7%	72%	False	False	21,788
20	81.160	78.795	2.365	3.0%	0.560	0.7%	48%	False	False	23,080
40	81.160	78.420	2.740	3.4%	0.551	0.7%	55%	False	False	11,907
60	82.286	78.420	3.866	4.8%	0.422	0.5%	39%	False	False	7,941
80	82.286	78.420	3.866	4.8%	0.338	0.4%	39%	False	False	5,957

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.159
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	82.381
2.618	81.590
1.618	81.105
1.000	80.805
0.618	80.620
HIGH	80.320
0.618	80.135
0.500	80.078
0.382	80.020
LOW	79.835
0.618	79.535
1.000	79.350
1.618	79.050
2.618	78.565
4.250	77.774

Fisher Pivots for day following 09-Apr-2012
Pivot	1 day	3 day
R1	80.078	79.953
PP	80.025	79.941
S1	79.972	79.930

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

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