ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary Previous Current 27-Jul-2012 30-Jul-2012 Change Change % Previous Week Open 83.450 83.380 -0.070 -0.1% 84.150 High 83.450 83.380 -0.070 -0.1% 84.610 Low 82.825 83.280 0.455 0.5% 82.825 Close 83.115 83.218 0.103 0.1% 83.115 Range 0.625 0.100 -0.525 -84.0% 1.785 ATR 0.456 0.442 -0.014 -3.0% 0.000 Volume 165 22 -143 -86.7% 342
Daily Pivots for day following 30-Jul-2012 Classic Woodie Camarilla DeMark R4 83.593 83.505 83.273 R3 83.493 83.405 83.246 R2 83.393 83.393 83.236 R1 83.305 83.305 83.227 83.299 PP 83.293 83.293 83.293 83.290 S1 83.205 83.205 83.209 83.199 S2 83.193 83.193 83.200 S3 83.093 83.105 83.191 S4 82.993 83.005 83.163	Weekly Pivots for week ending 27-Jul-2012 Classic Woodie Camarilla DeMark R4 88.872 87.778 84.097 R3 87.087 85.993 83.606 R2 85.302 85.302 83.442 R1 84.208 84.208 83.279 83.863 PP 83.517 83.517 83.517 83.344 S1 82.423 82.423 82.951 82.078 S2 81.732 81.732 82.788 S3 79.947 80.638 82.624 S4 78.162 78.853 82.133
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 84.610 82.825 1.785 2.1% 0.424 0.5% 22% False False 70 10 84.610 82.825 1.785 2.1% 0.367 0.4% 22% False False 41 20 84.610 82.232 2.378 2.9% 0.329 0.4% 41% False False 29 40 84.610 81.745 2.865 3.4% 0.244 0.3% 51% False False 83 60 84.610 80.554 4.056 4.9% 0.163 0.2% 66% False False 55
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.013 Narrowest range in 18 trading days	Fibonacci Retracements and Extensions 4.250 83.805 2.618 83.642 1.618 83.542 1.000 83.480 0.618 83.442 HIGH 83.380 0.618 83.342 0.500 83.330 0.382 83.318 LOW 83.280 0.618 83.218 1.000 83.180 1.618 83.118 2.618 83.018 4.250 82.855
Fisher Pivots for day following 30-Jul-2012 Pivot 1 day 3 day R1 83.330 83.413 PP 83.293 83.348 S1 83.255 83.283

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