ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary Previous Current 25-Jul-2012 26-Jul-2012 Change Change % Previous Week Open 84.430 84.000 -0.430 -0.5% 83.820 High 84.435 84.000 -0.435 -0.5% 83.980 Low 84.055 83.095 -0.960 -1.1% 83.220 Close 84.016 83.209 -0.807 -1.0% 83.913 Range 0.380 0.905 0.525 138.2% 0.760 ATR 0.406 0.443 0.037 9.1% 0.000 Volume 33 21 -12 -36.4% 62
Daily Pivots for day following 26-Jul-2012 Classic Woodie Camarilla DeMark R4 86.150 85.584 83.707 R3 85.245 84.679 83.458 R2 84.340 84.340 83.375 R1 83.774 83.774 83.292 83.605 PP 83.435 83.435 83.435 83.350 S1 82.869 82.869 83.126 82.700 S2 82.530 82.530 83.043 S3 81.625 81.964 82.960 S4 80.720 81.059 82.711	Weekly Pivots for week ending 20-Jul-2012 Classic Woodie Camarilla DeMark R4 85.984 85.709 84.331 R3 85.224 84.949 84.122 R2 84.464 84.464 84.052 R1 84.189 84.189 83.983 84.327 PP 83.704 83.704 83.704 83.773 S1 83.429 83.429 83.843 83.567 S2 82.944 82.944 83.774 S3 82.184 82.669 83.704 S4 81.424 81.909 83.495
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 84.610 83.095 1.515 1.8% 0.404 0.5% 8% False True 39 10 84.610 83.095 1.515 1.8% 0.380 0.5% 8% False True 25 20 84.610 81.955 2.655 3.2% 0.345 0.4% 47% False False 27 40 84.610 81.745 2.865 3.4% 0.226 0.3% 51% False False 78 60 84.610 80.287 4.323 5.2% 0.151 0.2% 68% False False 52
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.025 Widest range in 64 trading days	Fibonacci Retracements and Extensions 4.250 87.846 2.618 86.369 1.618 85.464 1.000 84.905 0.618 84.559 HIGH 84.000 0.618 83.654 0.500 83.548 0.382 83.441 LOW 83.095 0.618 82.536 1.000 82.190 1.618 81.631 2.618 80.726 4.250 79.249
Fisher Pivots for day following 26-Jul-2012 Pivot 1 day 3 day R1 83.548 83.853 PP 83.435 83.638 S1 83.322 83.424

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