ICE US Dollar Index Future September 2012

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Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary Previous Current 21-May-2012 22-May-2012 Change Change % Previous Week Open 81.605 81.625 0.020 0.0% 80.760 High 81.905 82.290 0.385 0.5% 82.195 Low 81.415 81.610 0.195 0.2% 80.760 Close 81.582 82.028 0.446 0.5% 81.764 Range 0.490 0.680 0.190 38.8% 1.435 ATR 0.361 0.386 0.025 6.8% 0.000 Volume 56 68 12 21.4% 312
Daily Pivots for day following 22-May-2012 Classic Woodie Camarilla DeMark R4 84.016 83.702 82.402 R3 83.336 83.022 82.215 R2 82.656 82.656 82.153 R1 82.342 82.342 82.090 82.499 PP 81.976 81.976 81.976 82.055 S1 81.662 81.662 81.966 81.819 S2 81.296 81.296 81.903 S3 80.616 80.982 81.841 S4 79.936 80.302 81.654	Weekly Pivots for week ending 18-May-2012 Classic Woodie Camarilla DeMark R4 85.878 85.256 82.553 R3 84.443 83.821 82.159 R2 83.008 83.008 82.027 R1 82.386 82.386 81.896 82.697 PP 81.573 81.573 81.573 81.729 S1 80.951 80.951 81.632 81.262 S2 80.138 80.138 81.501 S3 78.703 79.516 81.369 S4 77.268 78.081 80.975
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 82.290 81.415 0.875 1.1% 0.472 0.6% 70% True False 78 10 82.290 80.320 1.970 2.4% 0.377 0.5% 87% True False 48 20 82.290 79.025 3.265 4.0% 0.299 0.4% 92% True False 53 40 82.290 79.025 3.265 4.0% 0.246 0.3% 92% True False 38
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.068 Widest range in 51 trading days	Fibonacci Retracements and Extensions 4.250 85.180 2.618 84.070 1.618 83.390 1.000 82.970 0.618 82.710 HIGH 82.290 0.618 82.030 0.500 81.950 0.382 81.870 LOW 81.610 0.618 81.190 1.000 80.930 1.618 80.510 2.618 79.830 4.250 78.720
Fisher Pivots for day following 22-May-2012 Pivot 1 day 3 day R1 82.002 81.970 PP 81.976 81.911 S1 81.950 81.853

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