ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary Previous Current 02-Jul-2012 03-Jul-2012 Change Change % Previous Week Open 82.135 82.232 0.097 0.1% 82.950 High 82.410 82.232 -0.178 -0.2% 83.250 Low 82.135 82.232 0.097 0.1% 81.955 Close 82.368 82.232 -0.136 -0.2% 82.133 Range 0.275 0.000 -0.275 -100.0% 1.295 ATR 0.379 0.361 -0.017 -4.6% 0.000 Volume 133 16 -117 -88.0% 15
Daily Pivots for day following 03-Jul-2012 Classic Woodie Camarilla DeMark R4 82.232 82.232 82.232 R3 82.232 82.232 82.232 R2 82.232 82.232 82.232 R1 82.232 82.232 82.232 82.232 PP 82.232 82.232 82.232 82.232 S1 82.232 82.232 82.232 82.232 S2 82.232 82.232 82.232 S3 82.232 82.232 82.232 S4 82.232 82.232 82.232	Weekly Pivots for week ending 29-Jun-2012 Classic Woodie Camarilla DeMark R4 86.331 85.527 82.845 R3 85.036 84.232 82.489 R2 83.741 83.741 82.370 R1 82.937 82.937 82.252 82.692 PP 82.446 82.446 82.446 82.323 S1 81.642 81.642 82.014 81.397 S2 81.151 81.151 81.896 S3 79.856 80.347 81.777 S4 78.561 79.052 81.421
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 83.250 81.955 1.295 1.6% 0.218 0.3% 21% False False 31 10 83.250 81.770 1.480 1.8% 0.223 0.3% 31% False False 21 20 83.422 81.745 1.677 2.0% 0.160 0.2% 29% False False 137 40 83.891 80.902 2.989 3.6% 0.080 0.1% 44% False False 69
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.034 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 82.232 2.618 82.232 1.618 82.232 1.000 82.232 0.618 82.232 HIGH 82.232 0.618 82.232 0.500 82.232 0.382 82.232 LOW 82.232 0.618 82.232 1.000 82.232 1.618 82.232 2.618 82.232 4.250 82.232
Fisher Pivots for day following 03-Jul-2012 Pivot 1 day 3 day R1 82.232 82.343 PP 82.232 82.306 S1 82.232 82.269

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