ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	82.280	82.000	-0.280	-0.3%	82.885
High	82.945	82.650	-0.295	-0.4%	83.150
Low	82.270	81.720	-0.550	-0.7%	81.960
Close	82.562	82.548	-0.014	0.0%	82.562
Range	0.675	0.930	0.255	37.8%	1.190
ATR	0.598	0.621	0.024	4.0%	0.000
Volume	30,048	30,956	908	3.0%	146,531

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.096	84.752	83.060
R3	84.166	83.822	82.804
R2	83.236	83.236	82.719
R1	82.892	82.892	82.633	83.064
PP	82.306	82.306	82.306	82.392
S1	81.962	81.962	82.463	82.134
S2	81.376	81.376	82.378
S3	80.446	81.032	82.292
S4	79.516	80.102	82.037

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.127	85.535	83.217
R3	84.937	84.345	82.889
R2	83.747	83.747	82.780
R1	83.155	83.155	82.671	82.856
PP	82.557	82.557	82.557	82.408
S1	81.965	81.965	82.453	81.666
S2	81.367	81.367	82.344
S3	80.177	80.775	82.235
S4	78.987	79.585	81.908

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.035	81.720	1.315	1.6%	0.694	0.8%	63%	False	True	30,102
10	83.670	81.720	1.950	2.4%	0.672	0.8%	42%	False	True	32,076
20	83.670	80.490	3.180	3.9%	0.629	0.8%	65%	False	False	33,931
40	83.670	78.665	5.005	6.1%	0.523	0.6%	78%	False	False	27,647
60	83.670	78.665	5.005	6.1%	0.533	0.6%	78%	False	False	25,636
80	83.670	78.420	5.250	6.4%	0.535	0.6%	79%	False	False	20,892
100	83.670	78.420	5.250	6.4%	0.480	0.6%	79%	False	False	16,720
120	83.670	78.420	5.250	6.4%	0.418	0.5%	79%	False	False	13,934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.189
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	86.603
2.618	85.085
1.618	84.155
1.000	83.580
0.618	83.225
HIGH	82.650
0.618	82.295
0.500	82.185
0.382	82.075
LOW	81.720
0.618	81.145
1.000	80.790
1.618	80.215
2.618	79.285
4.250	77.768

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	82.427	82.476
PP	82.306	82.404
S1	82.185	82.333

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

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