ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	83.640	83.290	-0.350	-0.4%	82.600
High	84.000	83.525	-0.475	-0.6%	84.000
Low	83.125	82.950	-0.175	-0.2%	82.350
Close	83.343	83.061	-0.282	-0.3%	83.343
Range	0.875	0.575	-0.300	-34.3%	1.650
ATR	0.473	0.481	0.007	1.5%	0.000
Volume	304	984	680	223.7%	1,635

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.904	84.557	83.377
R3	84.329	83.982	83.219
R2	83.754	83.754	83.166
R1	83.407	83.407	83.114	83.293
PP	83.179	83.179	83.179	83.122
S1	82.832	82.832	83.008	82.718
S2	82.604	82.604	82.956
S3	82.029	82.257	82.903
S4	81.454	81.682	82.745

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	88.181	87.412	84.251
R3	86.531	85.762	83.797
R2	84.881	84.881	83.646
R1	84.112	84.112	83.494	84.497
PP	83.231	83.231	83.231	83.423
S1	82.462	82.462	83.192	82.847
S2	81.581	81.581	83.041
S3	79.931	80.812	82.889
S4	78.281	79.162	82.436

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.000	82.515	1.485	1.8%	0.605	0.7%	37%	False	False	504
10	84.000	81.610	2.390	2.9%	0.553	0.7%	61%	False	False	340
20	84.000	80.190	3.810	4.6%	0.442	0.5%	75%	False	False	193
40	84.000	79.025	4.975	6.0%	0.327	0.4%	81%	False	False	117

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	0.155
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.969
2.618	85.030
1.618	84.455
1.000	84.100
0.618	83.880
HIGH	83.525
0.618	83.305
0.500	83.238
0.382	83.170
LOW	82.950
0.618	82.595
1.000	82.375
1.618	82.020
2.618	81.445
4.250	80.506

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	83.238	83.475
PP	83.179	83.337
S1	83.120	83.199

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

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