ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 23-Apr-2012

Day Change Summary
	Previous	Current
	20-Apr-2012	23-Apr-2012	Change	Change %	Previous Week
Open	79.675	79.375	-0.300	-0.4%	80.085
High	79.745	79.775	0.030	0.0%	80.345
Low	79.225	79.320	0.095	0.1%	79.225
Close	79.313	79.536	0.223	0.3%	79.313
Range	0.520	0.455	-0.065	-12.5%	1.120
ATR	0.536	0.531	-0.005	-1.0%	0.000
Volume	23,406	18,450	-4,956	-21.2%	99,494

Daily Pivots for day following 23-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.909	80.677	79.786
R3	80.454	80.222	79.661
R2	79.999	79.999	79.619
R1	79.767	79.767	79.578	79.883
PP	79.544	79.544	79.544	79.602
S1	79.312	79.312	79.494	79.428
S2	79.089	79.089	79.453
S3	78.634	78.857	79.411
S4	78.179	78.402	79.286

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.988	82.270	79.929
R3	81.868	81.150	79.621
R2	80.748	80.748	79.518
R1	80.030	80.030	79.416	79.829
PP	79.628	79.628	79.628	79.527
S1	78.910	78.910	79.210	78.709
S2	78.508	78.508	79.108
S3	77.388	77.790	79.005
S4	76.268	76.670	78.697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.025	79.225	0.800	1.0%	0.443	0.6%	39%	False	False	18,526
10	80.345	79.225	1.120	1.4%	0.502	0.6%	28%	False	False	20,760
20	80.365	78.795	1.570	2.0%	0.519	0.7%	47%	False	False	21,274
40	81.160	78.420	2.740	3.4%	0.558	0.7%	41%	False	False	17,072
60	81.160	78.420	2.740	3.4%	0.482	0.6%	41%	False	False	11,400
80	82.286	78.420	3.866	4.9%	0.401	0.5%	29%	False	False	8,552
100	82.286	78.420	3.866	4.9%	0.324	0.4%	29%	False	False	6,849

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	0.114
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.709
2.618	80.966
1.618	80.511
1.000	80.230
0.618	80.056
HIGH	79.775
0.618	79.601
0.500	79.548
0.382	79.494
LOW	79.320
0.618	79.039
1.000	78.865
1.618	78.584
2.618	78.129
4.250	77.386

Fisher Pivots for day following 23-Apr-2012
Pivot	1 day	3 day
R1	79.548	79.603
PP	79.544	79.580
S1	79.540	79.558

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

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