ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 06-Jul-2012

Day Change Summary
	Previous	Current
	05-Jul-2012	06-Jul-2012	Change	Change %	Previous Week
Open	82.685	83.460	0.775	0.9%	82.135
High	83.320	83.880	0.560	0.7%	83.880
Low	82.685	83.460	0.775	0.9%	82.135
Close	83.302	83.911	0.609	0.7%	83.911
Range	0.635	0.420	-0.215	-33.9%	1.745
ATR	0.389	0.403	0.013	3.5%	0.000
Volume	16	27	11	68.8%	208

Daily Pivots for day following 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.010	84.881	84.142
R3	84.590	84.461	84.027
R2	84.170	84.170	83.988
R1	84.041	84.041	83.950	84.106
PP	83.750	83.750	83.750	83.783
S1	83.621	83.621	83.873	83.686
S2	83.330	83.330	83.834
S3	82.910	83.201	83.796
S4	82.490	82.781	83.680

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	88.544	87.972	84.871
R3	86.799	86.227	84.391
R2	85.054	85.054	84.231
R1	84.482	84.482	84.071	84.768
PP	83.309	83.309	83.309	83.452
S1	82.737	82.737	83.751	83.023
S2	81.564	81.564	83.591
S3	79.819	80.992	83.431
S4	78.074	79.247	82.951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.880	82.135	1.745	2.1%	0.266	0.3%	102%	True	False	41
10	83.880	81.955	1.925	2.3%	0.244	0.3%	102%	True	False	22
20	83.880	81.745	2.135	2.5%	0.212	0.3%	101%	True	False	140
40	83.891	81.423	2.468	2.9%	0.106	0.1%	101%	False	False	70

Crabel Price Patterns
NR	True
NR4	False
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	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.665
2.618	84.980
1.618	84.560
1.000	84.300
0.618	84.140
HIGH	83.880
0.618	83.720
0.500	83.670
0.382	83.620
LOW	83.460
0.618	83.200
1.000	83.040
1.618	82.780
2.618	82.360
4.250	81.675

Fisher Pivots for day following 06-Jul-2012
Pivot	1 day	3 day
R1	83.831	83.626
PP	83.750	83.341
S1	83.670	83.056

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

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