ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary Previous Current 25-Jun-2012 26-Jun-2012 Change Change % Previous Week Open 82.950 82.879 -0.071 -0.1% 81.990 High 83.240 82.879 -0.361 -0.4% 82.850 Low 82.950 82.879 -0.071 -0.1% 81.745 Close 83.002 82.879 -0.123 -0.1% 82.792 Range 0.290 0.000 -0.290 -100.0% 1.105 ATR 0.345 0.329 -0.016 -4.6% 0.000 Volume 7 2 -5 -71.4% 576
Daily Pivots for day following 26-Jun-2012 Classic Woodie Camarilla DeMark R4 82.879 82.879 82.879 R3 82.879 82.879 82.879 R2 82.879 82.879 82.879 R1 82.879 82.879 82.879 82.879 PP 82.879 82.879 82.879 82.879 S1 82.879 82.879 82.879 82.879 S2 82.879 82.879 82.879 S3 82.879 82.879 82.879 S4 82.879 82.879 82.879	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 83.240 81.770 1.470 1.8% 0.227 0.3% 75% False False 12 10 83.240 81.745 1.495 1.8% 0.210 0.3% 76% False False 208 20 83.891 81.745 2.146 2.6% 0.105 0.1% 53% False False 129 40 83.891 79.901 3.990 4.8% 0.053 0.1% 75% False False 65
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 7 trading days	Fibonacci Retracements and Extensions 4.250 82.879 2.618 82.879 1.618 82.879 1.000 82.879 0.618 82.879 HIGH 82.879 0.618 82.879 0.500 82.879 0.382 82.879 LOW 82.879 0.618 82.879 1.000 82.879 1.618 82.879 2.618 82.879 4.250 82.879
Fisher Pivots for day following 26-Jun-2012 Pivot 1 day 3 day R1 82.879 83.010 PP 82.879 82.966 S1 82.879 82.923

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