ICE US Dollar Index Future June 2012

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

Day Change Summary
	Previous	Current
	22-May-2012	23-May-2012	Change	Change %	Previous Week
Open	81.115	81.905	0.790	1.0%	80.560
High	81.940	82.360	0.420	0.5%	81.930
Low	81.095	81.710	0.615	0.8%	80.490
Close	81.648	82.200	0.552	0.7%	81.424
Range	0.845	0.650	-0.195	-23.1%	1.440
ATR	0.519	0.533	0.014	2.7%	0.000
Volume	33,085	38,283	5,198	15.7%	195,544

Daily Pivots for day following 23-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.040	83.770	82.558
R3	83.390	83.120	82.379
R2	82.740	82.740	82.319
R1	82.470	82.470	82.260	82.605
PP	82.090	82.090	82.090	82.158
S1	81.820	81.820	82.140	81.955
S2	81.440	81.440	82.081
S3	80.790	81.170	82.021
S4	80.140	80.520	81.843

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	82.360	81.025	1.335	1.6%	0.647	0.8%	88%	True	False	35,883
10	82.360	80.085	2.275	2.8%	0.535	0.7%	93%	True	False	34,527
20	82.360	78.665	3.695	4.5%	0.480	0.6%	96%	True	False	28,416
40	82.360	78.665	3.695	4.5%	0.484	0.6%	96%	True	False	24,758
60	82.360	78.420	3.940	4.8%	0.531	0.6%	96%	True	False	21,456
80	82.360	78.420	3.940	4.8%	0.489	0.6%	96%	True	False	16,109
100	82.360	78.420	3.940	4.8%	0.422	0.5%	96%	True	False	12,889
120	82.360	78.420	3.940	4.8%	0.356	0.4%	96%	True	False	10,747

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	0.138
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.123
2.618	84.062
1.618	83.412
1.000	83.010
0.618	82.762
HIGH	82.360
0.618	82.112
0.500	82.035
0.382	81.958
LOW	81.710
0.618	81.308
1.000	81.060
1.618	80.658
2.618	80.008
4.250	78.948

Fisher Pivots for day following 23-May-2012
Pivot	1 day	3 day
R1	82.145	82.031
PP	82.090	81.862
S1	82.035	81.693

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

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