ICE US Dollar Index Future June 2012

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Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary Previous Current 27-Apr-2012 30-Apr-2012 Change Change % Previous Week Open 79.210 78.835 -0.375 -0.5% 79.375 High 79.335 78.960 -0.375 -0.5% 79.775 Low 78.720 78.685 -0.035 0.0% 78.720 Close 78.757 78.855 0.098 0.1% 78.757 Range 0.615 0.275 -0.340 -55.3% 1.055 ATR 0.498 0.482 -0.016 -3.2% 0.000 Volume 22,819 19,460 -3,359 -14.7% 94,966
Daily Pivots for day following 30-Apr-2012 Classic Woodie Camarilla DeMark R4 79.658 79.532 79.006 R3 79.383 79.257 78.931 R2 79.108 79.108 78.905 R1 78.982 78.982 78.880 79.045 PP 78.833 78.833 78.833 78.865 S1 78.707 78.707 78.830 78.770 S2 78.558 78.558 78.805 S3 78.283 78.432 78.779 S4 78.008 78.157 78.704	Weekly Pivots for week ending 27-Apr-2012 Classic Woodie Camarilla DeMark R4 82.249 81.558 79.337 R3 81.194 80.503 79.047 R2 80.139 80.139 78.950 R1 79.448 79.448 78.854 79.266 PP 79.084 79.084 79.084 78.993 S1 78.393 78.393 78.660 78.211 S2 78.029 78.029 78.564 S3 76.974 77.338 78.467 S4 75.919 76.283 78.177
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 79.535 78.685 0.850 1.1% 0.370 0.5% 20% False True 19,195 10 80.025 78.685 1.340 1.7% 0.407 0.5% 13% False True 18,860 20 80.365 78.685 1.680 2.1% 0.485 0.6% 10% False True 20,520 40 81.160 78.685 2.475 3.1% 0.541 0.7% 7% False True 19,452 60 81.160 78.420 2.740 3.5% 0.509 0.6% 16% False False 12,998 80 82.286 78.420 3.866 4.9% 0.402 0.5% 11% False False 9,751 100 82.286 78.420 3.866 4.9% 0.343 0.4% 11% False False 7,809
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 0.105 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 80.129 2.618 79.680 1.618 79.405 1.000 79.235 0.618 79.130 HIGH 78.960 0.618 78.855 0.500 78.823 0.382 78.790 LOW 78.685 0.618 78.515 1.000 78.410 1.618 78.240 2.618 77.965 4.250 77.516
Fisher Pivots for day following 30-Apr-2012 Pivot 1 day 3 day R1 78.844 79.010 PP 78.833 78.958 S1 78.823 78.907

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