ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	83.130	83.210	0.080	0.1%	82.415
High	83.295	83.670	0.375	0.5%	83.670
Low	82.805	82.700	-0.105	-0.1%	82.130
Close	83.129	82.973	-0.156	-0.2%	82.973
Range	0.490	0.970	0.480	98.0%	1.540
ATR	0.535	0.566	0.031	5.8%	0.000
Volume	31,355	57,677	26,322	83.9%	143,279

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.024	85.469	83.507
R3	85.054	84.499	83.240
R2	84.084	84.084	83.151
R1	83.529	83.529	83.062	83.322
PP	83.114	83.114	83.114	83.011
S1	82.559	82.559	82.884	82.352
S2	82.144	82.144	82.795
S3	81.174	81.589	82.706
S4	80.204	80.619	82.440

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	87.544	86.799	83.820
R3	86.004	85.259	83.397
R2	84.464	84.464	83.255
R1	83.719	83.719	83.114	84.092
PP	82.924	82.924	82.924	83.111
S1	82.179	82.179	82.832	82.552
S2	81.384	81.384	82.691
S3	79.844	80.639	82.550
S4	78.304	79.099	82.126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.670	82.125	1.545	1.9%	0.626	0.8%	55%	True	False	33,970
10	83.670	81.025	2.645	3.2%	0.648	0.8%	74%	True	False	33,715
20	83.670	79.145	4.525	5.5%	0.542	0.7%	85%	True	False	33,085
40	83.670	78.665	5.005	6.0%	0.501	0.6%	86%	True	False	26,362
60	83.670	78.665	5.005	6.0%	0.532	0.6%	86%	True	False	24,819
80	83.670	78.420	5.250	6.3%	0.514	0.6%	87%	True	False	18,679
100	83.670	78.420	5.250	6.3%	0.443	0.5%	87%	True	False	14,945
120	83.670	78.420	5.250	6.3%	0.384	0.5%	87%	True	False	12,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.212
Widest range in 129 trading days

Fibonacci Retracements and Extensions
4.250	87.793
2.618	86.209
1.618	85.239
1.000	84.640
0.618	84.269
HIGH	83.670
0.618	83.299
0.500	83.185
0.382	83.071
LOW	82.700
0.618	82.101
1.000	81.730
1.618	81.131
2.618	80.161
4.250	78.578

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	83.185	83.120
PP	83.114	83.071
S1	83.044	83.022

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

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