ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary Previous Current 18-Jun-2012 19-Jun-2012 Change Change % Previous Week Open 81.990 82.280 0.290 0.4% 82.710 High 82.420 82.280 -0.140 -0.2% 83.354 Low 81.990 81.745 -0.245 -0.3% 82.367 Close 82.546 81.966 -0.580 -0.7% 82.367 Range 0.430 0.535 0.105 24.4% 0.987 ATR 0.300 0.336 0.036 11.9% 0.000 Volume 501 24 -477 -95.2% 2,005
Daily Pivots for day following 19-Jun-2012 Classic Woodie Camarilla DeMark R4 83.602 83.319 82.260 R3 83.067 82.784 82.113 R2 82.532 82.532 82.064 R1 82.249 82.249 82.015 82.123 PP 81.997 81.997 81.997 81.934 S1 81.714 81.714 81.917 81.588 S2 81.462 81.462 81.868 S3 80.927 81.179 81.819 S4 80.392 80.644 81.672	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 82.967 81.745 1.222 1.5% 0.193 0.2% 18% False True 405 10 83.422 81.745 1.677 2.0% 0.097 0.1% 13% False True 253 20 83.891 81.745 2.146 2.6% 0.048 0.1% 10% False True 127
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 0.000 Widest range in 37 trading days	Fibonacci Retracements and Extensions 4.250 84.554 2.618 83.681 1.618 83.146 1.000 82.815 0.618 82.611 HIGH 82.280 0.618 82.076 0.500 82.013 0.382 81.949 LOW 81.745 0.618 81.414 1.000 81.210 1.618 80.879 2.618 80.344 4.250 79.471
Fisher Pivots for day following 19-Jun-2012 Pivot 1 day 3 day R1 82.013 82.083 PP 81.997 82.044 S1 81.982 82.005

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