ICE US Dollar Index Future September 2012

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Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary Previous Current 22-May-2012 23-May-2012 Change Change % Previous Week Open 81.625 82.200 0.575 0.7% 80.760 High 82.290 82.760 0.470 0.6% 82.195 Low 81.610 82.100 0.490 0.6% 80.760 Close 82.028 82.655 0.627 0.8% 81.764 Range 0.680 0.660 -0.020 -2.9% 1.435 ATR 0.386 0.411 0.025 6.4% 0.000 Volume 68 62 -6 -8.8% 312
Daily Pivots for day following 23-May-2012 Classic Woodie Camarilla DeMark R4 84.485 84.230 83.018 R3 83.825 83.570 82.837 R2 83.165 83.165 82.776 R1 82.910 82.910 82.716 83.038 PP 82.505 82.505 82.505 82.569 S1 82.250 82.250 82.595 82.378 S2 81.845 81.845 82.534 S3 81.185 81.590 82.474 S4 80.525 80.930 82.292	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 82.760 81.415 1.345 1.6% 0.559 0.7% 92% True False 82 10 82.760 80.395 2.365 2.9% 0.410 0.5% 96% True False 52 20 82.760 79.025 3.735 4.5% 0.319 0.4% 97% True False 41 40 82.760 79.025 3.735 4.5% 0.262 0.3% 97% True False 40
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 0.078 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 85.565 2.618 84.488 1.618 83.828 1.000 83.420 0.618 83.168 HIGH 82.760 0.618 82.508 0.500 82.430 0.382 82.352 LOW 82.100 0.618 81.692 1.000 81.440 1.618 81.032 2.618 80.372 4.250 79.295
Fisher Pivots for day following 23-May-2012 Pivot 1 day 3 day R1 82.580 82.466 PP 82.505 82.277 S1 82.430 82.088

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