ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	25-May-2012	29-May-2012	Change	Change %	Previous Week
Open	82.445	82.415	-0.030	0.0%	81.280
High	82.610	82.710	0.100	0.1%	82.610
Low	82.125	82.130	0.005	0.0%	81.025
Close	82.523	82.581	0.058	0.1%	82.523
Range	0.485	0.580	0.095	19.6%	1.585
ATR	0.530	0.533	0.004	0.7%	0.000
Volume	26,572	25,316	-1,256	-4.7%	162,321

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.214	83.977	82.900
R3	83.634	83.397	82.741
R2	83.054	83.054	82.687
R1	82.817	82.817	82.634	82.936
PP	82.474	82.474	82.474	82.533
S1	82.237	82.237	82.528	82.356
S2	81.894	81.894	82.475
S3	81.314	81.657	82.422
S4	80.734	81.077	82.262

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.808	86.250	83.395
R3	85.223	84.665	82.959
R2	83.638	83.638	82.814
R1	83.080	83.080	82.668	83.359
PP	82.053	82.053	82.053	82.192
S1	81.495	81.495	82.378	81.774
S2	80.468	80.468	82.232
S3	78.883	79.910	82.087
S4	77.298	78.325	81.651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.710	81.095	1.615	2.0%	0.620	0.8%	92%	True	False	31,823
10	82.710	80.630	2.080	2.5%	0.606	0.7%	94%	True	False	35,286
20	82.710	78.665	4.045	4.9%	0.502	0.6%	97%	True	False	29,827
40	82.710	78.665	4.045	4.9%	0.494	0.6%	97%	True	False	25,173
60	82.710	78.665	4.045	4.9%	0.528	0.6%	97%	True	False	22,910
80	82.710	78.420	4.290	5.2%	0.508	0.6%	97%	True	False	17,205
100	82.710	78.420	4.290	5.2%	0.422	0.5%	97%	True	False	13,766
120	82.710	78.420	4.290	5.2%	0.369	0.4%	97%	True	False	11,478

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.184
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.175
2.618	84.228
1.618	83.648
1.000	83.290
0.618	83.068
HIGH	82.710
0.618	82.488
0.500	82.420
0.382	82.352
LOW	82.130
0.618	81.772
1.000	81.550
1.618	81.192
2.618	80.612
4.250	79.665

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	82.527	82.505
PP	82.474	82.429
S1	82.420	82.353

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

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