ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 30-May-2012

Day Change Summary
	Previous	Current
	29-May-2012	30-May-2012	Change	Change %	Previous Week
Open	82.415	82.605	0.190	0.2%	81.280
High	82.710	83.175	0.465	0.6%	82.610
Low	82.130	82.570	0.440	0.5%	81.025
Close	82.581	83.086	0.505	0.6%	82.523
Range	0.580	0.605	0.025	4.3%	1.585
ATR	0.533	0.538	0.005	1.0%	0.000
Volume	25,316	28,931	3,615	14.3%	162,321

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.759	84.527	83.419
R3	84.154	83.922	83.252
R2	83.549	83.549	83.197
R1	83.317	83.317	83.141	83.433
PP	82.944	82.944	82.944	83.002
S1	82.712	82.712	83.031	82.828
S2	82.339	82.339	82.975
S3	81.734	82.107	82.920
S4	81.129	81.502	82.753

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	83.175	81.710	1.465	1.8%	0.572	0.7%	94%	True	False	30,993
10	83.175	81.025	2.150	2.6%	0.585	0.7%	96%	True	False	33,402
20	83.175	78.900	4.275	5.1%	0.513	0.6%	98%	True	False	30,621
40	83.175	78.665	4.510	5.4%	0.500	0.6%	98%	True	False	25,413
60	83.175	78.665	4.510	5.4%	0.525	0.6%	98%	True	False	23,381
80	83.175	78.420	4.755	5.7%	0.510	0.6%	98%	True	False	17,567
100	83.175	78.420	4.755	5.7%	0.428	0.5%	98%	True	False	14,055
120	83.175	78.420	4.755	5.7%	0.372	0.4%	98%	True	False	11,719

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.168
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.746
2.618	84.759
1.618	84.154
1.000	83.780
0.618	83.549
HIGH	83.175
0.618	82.944
0.500	82.873
0.382	82.801
LOW	82.570
0.618	82.196
1.000	81.965
1.618	81.591
2.618	80.986
4.250	79.999

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	83.015	82.941
PP	82.944	82.795
S1	82.873	82.650

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

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