ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 10-Apr-2012

Day Change Summary
	Previous	Current
	09-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	80.050	79.955	-0.095	-0.1%	79.035
High	80.320	80.245	-0.075	-0.1%	80.365
Low	79.835	79.775	-0.060	-0.1%	78.795
Close	79.919	80.098	0.179	0.2%	80.293
Range	0.485	0.470	-0.015	-3.1%	1.570
ATR	0.563	0.556	-0.007	-1.2%	0.000
Volume	11,583	26,103	14,520	125.4%	95,244

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.449	81.244	80.357
R3	80.979	80.774	80.227
R2	80.509	80.509	80.184
R1	80.304	80.304	80.141	80.407
PP	80.039	80.039	80.039	80.091
S1	79.834	79.834	80.055	79.937
S2	79.569	79.569	80.012
S3	79.099	79.364	79.969
S4	78.629	78.894	79.840

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%	0.589	0.7%	83%	False	False	22,718
10	80.365	78.795	1.570	2.0%	0.494	0.6%	83%	False	False	22,486
20	81.160	78.795	2.365	3.0%	0.568	0.7%	55%	False	False	23,870
40	81.160	78.420	2.740	3.4%	0.553	0.7%	61%	False	False	12,559
60	81.785	78.420	3.365	4.2%	0.429	0.5%	50%	False	False	8,376
80	82.286	78.420	3.866	4.8%	0.344	0.4%	43%	False	False	6,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.134
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	82.243
2.618	81.475
1.618	81.005
1.000	80.715
0.618	80.535
HIGH	80.245
0.618	80.065
0.500	80.010
0.382	79.955
LOW	79.775
0.618	79.485
1.000	79.305
1.618	79.015
2.618	78.545
4.250	77.778

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	80.069	80.089
PP	80.039	80.079
S1	80.010	80.070

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

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