ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 21-May-2012

Day Change Summary
	Previous	Current
	18-May-2012	21-May-2012	Change	Change %	Previous Week
Open	81.650	81.280	-0.370	-0.5%	80.560
High	81.930	81.560	-0.370	-0.5%	81.930
Low	81.155	81.025	-0.130	-0.2%	80.490
Close	81.424	81.075	-0.349	-0.4%	81.424
Range	0.775	0.535	-0.240	-31.0%	1.440
ATR	0.489	0.492	0.003	0.7%	0.000
Volume	31,550	28,518	-3,032	-9.6%	195,544

Daily Pivots for day following 21-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.825	82.485	81.369
R3	82.290	81.950	81.222
R2	81.755	81.755	81.173
R1	81.415	81.415	81.124	81.318
PP	81.220	81.220	81.220	81.171
S1	80.880	80.880	81.026	80.783
S2	80.685	80.685	80.977
S3	80.150	80.345	80.928
S4	79.615	79.810	80.781

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.601	84.953	82.216
R3	84.161	83.513	81.820
R2	82.721	82.721	81.688
R1	82.073	82.073	81.556	82.397
PP	81.281	81.281	81.281	81.444
S1	80.633	80.633	81.292	80.957
S2	79.841	79.841	81.160
S3	78.401	79.193	81.028
S4	76.961	77.753	80.632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.930	80.630	1.300	1.6%	0.592	0.7%	34%	False	False	38,748
10	81.930	79.670	2.260	2.8%	0.470	0.6%	62%	False	False	33,821
20	81.930	78.665	3.265	4.0%	0.440	0.5%	74%	False	False	26,670
40	81.930	78.665	3.265	4.0%	0.479	0.6%	74%	False	False	23,972
60	81.930	78.420	3.510	4.3%	0.519	0.6%	76%	False	False	20,272
80	81.930	78.420	3.510	4.3%	0.472	0.6%	76%	False	False	15,217
100	82.286	78.420	3.866	4.8%	0.409	0.5%	69%	False	False	12,175
120	82.286	78.420	3.866	4.8%	0.343	0.4%	69%	False	False	10,152

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	0.121
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.834
2.618	82.961
1.618	82.426
1.000	82.095
0.618	81.891
HIGH	81.560
0.618	81.356
0.500	81.293
0.382	81.229
LOW	81.025
0.618	80.694
1.000	80.490
1.618	80.159
2.618	79.624
4.250	78.751

Fisher Pivots for day following 21-May-2012
Pivot	1 day	3 day
R1	81.293	81.478
PP	81.220	81.343
S1	81.148	81.209

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

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