ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary Previous Current 21-Jun-2012 22-Jun-2012 Change Change % Previous Week Open 82.330 82.850 0.520 0.6% 81.990 High 82.600 82.850 0.250 0.3% 82.850 Low 82.330 82.780 0.450 0.5% 81.745 Close 82.838 82.792 -0.046 -0.1% 82.792 Range 0.270 0.070 -0.200 -74.1% 1.105 ATR 0.358 0.337 -0.021 -5.7% 0.000 Volume 11 2 -9 -81.8% 576
Daily Pivots for day following 22-Jun-2012 Classic Woodie Camarilla DeMark R4 83.017 82.975 82.831 R3 82.947 82.905 82.811 R2 82.877 82.877 82.805 R1 82.835 82.835 82.798 82.821 PP 82.807 82.807 82.807 82.801 S1 82.765 82.765 82.786 82.751 S2 82.737 82.737 82.779 S3 82.667 82.695 82.773 S4 82.597 82.625 82.754	Weekly Pivots for week ending 22-Jun-2012 Classic Woodie Camarilla DeMark R4 85.777 85.390 83.400 R3 84.672 84.285 83.096 R2 83.567 83.567 82.995 R1 83.180 83.180 82.893 83.374 PP 82.462 82.462 82.462 82.559 S1 82.075 82.075 82.691 82.269 S2 81.357 81.357 82.589 S3 80.252 80.970 82.488 S4 79.147 79.865 82.184
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 82.850 81.745 1.105 1.3% 0.362 0.4% 95% True False 115 10 83.354 81.745 1.609 1.9% 0.181 0.2% 65% False False 258 20 83.891 81.745 2.146 2.6% 0.091 0.1% 49% False False 129
Crabel Price Patterns NR True NR4 True NR5 True 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 True Stretch 0.013 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 83.148 2.618 83.033 1.618 82.963 1.000 82.920 0.618 82.893 HIGH 82.850 0.618 82.823 0.500 82.815 0.382 82.807 LOW 82.780 0.618 82.737 1.000 82.710 1.618 82.667 2.618 82.597 4.250 82.483
Fisher Pivots for day following 22-Jun-2012 Pivot 1 day 3 day R1 82.815 82.631 PP 82.807 82.471 S1 82.800 82.310

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