ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	82.000	82.630	0.630	0.8%	82.885
High	82.650	82.755	0.105	0.1%	83.150
Low	81.720	82.350	0.630	0.8%	81.960
Close	82.548	82.449	-0.099	-0.1%	82.562
Range	0.930	0.405	-0.525	-56.5%	1.190
ATR	0.621	0.606	-0.015	-2.5%	0.000
Volume	30,956	41,575	10,619	34.3%	146,531

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.733	83.496	82.672
R3	83.328	83.091	82.560
R2	82.923	82.923	82.523
R1	82.686	82.686	82.486	82.602
PP	82.518	82.518	82.518	82.476
S1	82.281	82.281	82.412	82.197
S2	82.113	82.113	82.375
S3	81.708	81.876	82.338
S4	81.303	81.471	82.226

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	82.945	81.720	1.225	1.5%	0.648	0.8%	60%	False	False	32,646
10	83.670	81.720	1.950	2.4%	0.655	0.8%	37%	False	False	33,702
20	83.670	80.630	3.040	3.7%	0.630	0.8%	60%	False	False	34,494
40	83.670	78.665	5.005	6.1%	0.516	0.6%	76%	False	False	28,054
60	83.670	78.665	5.005	6.1%	0.526	0.6%	76%	False	False	25,847
80	83.670	78.420	5.250	6.4%	0.536	0.6%	77%	False	False	21,410
100	83.670	78.420	5.250	6.4%	0.483	0.6%	77%	False	False	17,136
120	83.670	78.420	5.250	6.4%	0.421	0.5%	77%	False	False	14,281

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.173
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	84.476
2.618	83.815
1.618	83.410
1.000	83.160
0.618	83.005
HIGH	82.755
0.618	82.600
0.500	82.553
0.382	82.505
LOW	82.350
0.618	82.100
1.000	81.945
1.618	81.695
2.618	81.290
4.250	80.629

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	82.553	82.410
PP	82.518	82.371
S1	82.484	82.333

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

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