ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	81.730	82.025	0.295	0.4%	82.490
High	82.095	82.145	0.050	0.1%	83.070
Low	81.655	81.815	0.160	0.2%	81.560
Close	82.008	81.872	-0.136	-0.2%	81.753
Range	0.440	0.330	-0.110	-25.0%	1.510
ATR	0.634	0.612	-0.022	-3.4%	0.000
Volume	17,071	15,004	-2,067	-12.1%	135,268

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.934	82.733	82.054
R3	82.604	82.403	81.963
R2	82.274	82.274	81.933
R1	82.073	82.073	81.902	82.009
PP	81.944	81.944	81.944	81.912
S1	81.743	81.743	81.842	81.679
S2	81.614	81.614	81.812
S3	81.284	81.413	81.781
S4	80.954	81.083	81.691

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.658	85.715	82.584
R3	85.148	84.205	82.168
R2	83.638	83.638	82.030
R1	82.695	82.695	81.891	82.412
PP	82.128	82.128	82.128	81.986
S1	81.185	81.185	81.615	80.902
S2	80.618	80.618	81.476
S3	79.108	79.675	81.338
S4	77.598	78.165	80.923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.070	81.560	1.510	1.8%	0.642	0.8%	21%	False	False	24,644
10	83.070	81.405	1.665	2.0%	0.585	0.7%	28%	False	False	26,161
20	83.450	81.390	2.060	2.5%	0.648	0.8%	23%	False	False	22,527
40	84.000	80.320	3.680	4.5%	0.556	0.7%	42%	False	False	11,434
60	84.000	79.025	4.975	6.1%	0.445	0.5%	57%	False	False	7,637
80	84.000	79.025	4.975	6.1%	0.367	0.4%	57%	False	False	5,731

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	0.132
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	83.548
2.618	83.009
1.618	82.679
1.000	82.475
0.618	82.349
HIGH	82.145
0.618	82.019
0.500	81.980
0.382	81.941
LOW	81.815
0.618	81.611
1.000	81.485
1.618	81.281
2.618	80.951
4.250	80.413

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	81.980	82.233
PP	81.944	82.112
S1	81.908	81.992

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

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