ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	82.280	81.895	-0.385	-0.5%	82.710
High	82.280	82.275	-0.005	0.0%	83.354
Low	81.745	81.770	0.025	0.0%	82.367
Close	81.966	82.114	0.148	0.2%	82.367
Range	0.535	0.505	-0.030	-5.6%	0.987
ATR	0.336	0.348	0.012	3.6%	0.000
Volume	24	38	14	58.3%	2,005

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.568	83.346	82.392
R3	83.063	82.841	82.253
R2	82.558	82.558	82.207
R1	82.336	82.336	82.160	82.447
PP	82.053	82.053	82.053	82.109
S1	81.831	81.831	82.068	81.942
S2	81.548	81.548	82.021
S3	81.043	81.326	81.975
S4	80.538	80.821	81.836

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	82.726	81.745	0.981	1.2%	0.294	0.4%	38%	False	False	313
10	83.422	81.745	1.677	2.0%	0.147	0.2%	22%	False	False	257
20	83.891	81.745	2.146	2.6%	0.074	0.1%	17%	False	False	129

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.421
2.618	83.597
1.618	83.092
1.000	82.780
0.618	82.587
HIGH	82.275
0.618	82.082
0.500	82.023
0.382	81.963
LOW	81.770
0.618	81.458
1.000	81.265
1.618	80.953
2.618	80.448
4.250	79.624

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	82.084	82.104
PP	82.053	82.093
S1	82.023	82.083

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

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