ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 16-May-2012

Day Change Summary
	Previous	Current
	15-May-2012	16-May-2012	Change	Change %	Previous Week
Open	81.410	81.820	0.410	0.5%	80.250
High	81.745	82.000	0.255	0.3%	80.715
Low	81.410	81.775	0.365	0.4%	79.995
Close	81.730	81.879	0.149	0.2%	80.754
Range	0.335	0.225	-0.110	-32.8%	0.720
ATR	0.335	0.330	-0.005	-1.4%	0.000
Volume	26	42	16	61.5%	138

Daily Pivots for day following 16-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.560	82.444	82.003
R3	82.335	82.219	81.941
R2	82.110	82.110	81.920
R1	81.994	81.994	81.900	82.052
PP	81.885	81.885	81.885	81.914
S1	81.769	81.769	81.858	81.827
S2	81.660	81.660	81.838
S3	81.435	81.544	81.817
S4	81.210	81.319	81.755

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.648	82.421	81.150
R3	81.928	81.701	80.952
R2	81.208	81.208	80.886
R1	80.981	80.981	80.820	81.095
PP	80.488	80.488	80.488	80.545
S1	80.261	80.261	80.688	80.375
S2	79.768	79.768	80.622
S3	79.048	79.541	80.556
S4	78.328	78.821	80.358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.000	80.395	1.605	2.0%	0.261	0.3%	92%	True	False	23
10	82.000	79.510	2.490	3.0%	0.271	0.3%	95%	True	False	23
20	82.000	79.025	2.975	3.6%	0.253	0.3%	96%	True	False	44
40	82.000	79.025	2.975	3.6%	0.210	0.3%	96%	True	False	30

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	0.031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.956
2.618	82.589
1.618	82.364
1.000	82.225
0.618	82.139
HIGH	82.000
0.618	81.914
0.500	81.888
0.382	81.861
LOW	81.775
0.618	81.636
1.000	81.550
1.618	81.411
2.618	81.186
4.250	80.819

Fisher Pivots for day following 16-May-2012
Pivot	1 day	3 day
R1	81.888	81.713
PP	81.885	81.546
S1	81.882	81.380

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

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