ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary Previous Current 20-Jun-2012 21-Jun-2012 Change Change % Previous Week Open 81.895 82.330 0.435 0.5% 82.710 High 82.275 82.600 0.325 0.4% 83.354 Low 81.770 82.330 0.560 0.7% 82.367 Close 82.114 82.838 0.724 0.9% 82.367 Range 0.505 0.270 -0.235 -46.5% 0.987 ATR 0.348 0.358 0.010 2.8% 0.000 Volume 38 11 -27 -71.1% 2,005
Daily Pivots for day following 21-Jun-2012 Classic Woodie Camarilla DeMark R4 83.399 83.389 82.987 R3 83.129 83.119 82.912 R2 82.859 82.859 82.888 R1 82.849 82.849 82.863 82.854 PP 82.589 82.589 82.589 82.592 S1 82.579 82.579 82.813 82.584 S2 82.319 82.319 82.789 S3 82.049 82.309 82.764 S4 81.779 82.039 82.690	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 82.600 81.745 0.855 1.0% 0.348 0.4% 128% True False 215 10 83.422 81.745 1.677 2.0% 0.174 0.2% 65% False False 258 20 83.891 81.745 2.146 2.6% 0.087 0.1% 51% False False 129
Crabel Price Patterns NR True NR4 True 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 0.013 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 83.748 2.618 83.307 1.618 83.037 1.000 82.870 0.618 82.767 HIGH 82.600 0.618 82.497 0.500 82.465 0.382 82.433 LOW 82.330 0.618 82.163 1.000 82.060 1.618 81.893 2.618 81.623 4.250 81.183
Fisher Pivots for day following 21-Jun-2012 Pivot 1 day 3 day R1 82.714 82.616 PP 82.589 82.394 S1 82.465 82.173

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