ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary Previous Current 15-Jun-2012 18-Jun-2012 Change Change % Previous Week Open 82.367 81.990 -0.377 -0.5% 82.710 High 82.367 82.420 0.053 0.1% 83.354 Low 82.367 81.990 -0.377 -0.5% 82.367 Close 82.367 82.546 0.179 0.2% 82.367 Range 0.000 0.430 0.430 0.987 ATR 0.290 0.300 0.010 3.4% 0.000 Volume 501 501 0 0.0% 2,005
Daily Pivots for day following 18-Jun-2012 Classic Woodie Camarilla DeMark R4 83.609 83.507 82.783 R3 83.179 83.077 82.664 R2 82.749 82.749 82.625 R1 82.647 82.647 82.585 82.698 PP 82.319 82.319 82.319 82.344 S1 82.217 82.217 82.507 82.268 S2 81.889 81.889 82.467 S3 81.459 81.787 82.428 S4 81.029 81.357 82.310	Weekly Pivots for week ending 15-Jun-2012 Classic Woodie Camarilla DeMark R4 85.657 84.999 82.910 R3 84.670 84.012 82.638 R2 83.683 83.683 82.548 R1 83.025 83.025 82.457 82.861 PP 82.696 82.696 82.696 82.614 S1 82.038 82.038 82.277 81.874 S2 81.709 81.709 82.186 S3 80.722 81.051 82.096 S4 79.735 80.064 81.824
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 83.354 81.990 1.364 1.7% 0.086 0.1% 41% False True 501 10 83.733 81.990 1.743 2.1% 0.043 0.1% 32% False True 251 20 83.891 81.990 1.901 2.3% 0.022 0.0% 29% False True 126
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.000 Widest range in 36 trading days	Fibonacci Retracements and Extensions 4.250 84.248 2.618 83.546 1.618 83.116 1.000 82.850 0.618 82.686 HIGH 82.420 0.618 82.256 0.500 82.205 0.382 82.154 LOW 81.990 0.618 81.724 1.000 81.560 1.618 81.294 2.618 80.864 4.250 80.163
Fisher Pivots for day following 18-Jun-2012 Pivot 1 day 3 day R1 82.432 82.483 PP 82.319 82.421 S1 82.205 82.358

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