ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	83.210	82.885	-0.325	-0.4%	82.415
High	83.670	83.150	-0.520	-0.6%	83.670
Low	82.700	82.545	-0.155	-0.2%	82.130
Close	82.973	82.661	-0.312	-0.4%	82.973
Range	0.970	0.605	-0.365	-37.6%	1.540
ATR	0.566	0.569	0.003	0.5%	0.000
Volume	57,677	26,976	-30,701	-53.2%	143,279

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.600	84.236	82.994
R3	83.995	83.631	82.827
R2	83.390	83.390	82.772
R1	83.026	83.026	82.716	82.906
PP	82.785	82.785	82.785	82.725
S1	82.421	82.421	82.606	82.301
S2	82.180	82.180	82.550
S3	81.575	81.816	82.495
S4	80.970	81.211	82.328

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	82.130	1.540	1.9%	0.650	0.8%	34%	False	False	34,051
10	83.670	81.025	2.645	3.2%	0.631	0.8%	62%	False	False	33,257
20	83.670	79.630	4.040	4.9%	0.549	0.7%	75%	False	False	33,196
40	83.670	78.665	5.005	6.1%	0.502	0.6%	80%	False	False	26,416
60	83.670	78.665	5.005	6.1%	0.529	0.6%	80%	False	False	25,186
80	83.670	78.420	5.250	6.4%	0.522	0.6%	81%	False	False	19,017
100	83.670	78.420	5.250	6.4%	0.449	0.5%	81%	False	False	15,215
120	83.670	78.420	5.250	6.4%	0.389	0.5%	81%	False	False	12,680

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	0.210
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.721
2.618	84.734
1.618	84.129
1.000	83.755
0.618	83.524
HIGH	83.150
0.618	82.919
0.500	82.848
0.382	82.776
LOW	82.545
0.618	82.171
1.000	81.940
1.618	81.566
2.618	80.961
4.250	79.974

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	82.848	83.108
PP	82.785	82.959
S1	82.723	82.810

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

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