ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary Previous Current 06-Aug-2012 07-Aug-2012 Change Change % Previous Week Open 82.860 82.615 -0.245 -0.3% 83.380 High 82.860 82.800 -0.060 -0.1% 83.945 Low 82.480 82.420 -0.060 -0.1% 82.650 Close 82.649 82.570 -0.079 -0.1% 82.771 Range 0.380 0.380 0.000 0.0% 1.295 ATR 0.527 0.516 -0.010 -2.0% 0.000 Volume 80 37 -43 -53.8% 176
Daily Pivots for day following 07-Aug-2012 Classic Woodie Camarilla DeMark R4 83.737 83.533 82.779 R3 83.357 83.153 82.675 R2 82.977 82.977 82.640 R1 82.773 82.773 82.605 82.685 PP 82.597 82.597 82.597 82.553 S1 82.393 82.393 82.535 82.305 S2 82.217 82.217 82.500 S3 81.837 82.013 82.466 S4 81.457 81.633 82.361	Weekly Pivots for week ending 03-Aug-2012 Classic Woodie Camarilla DeMark R4 87.007 86.184 83.483 R3 85.712 84.889 83.127 R2 84.417 84.417 83.008 R1 83.594 83.594 82.890 83.358 PP 83.122 83.122 83.122 83.004 S1 82.299 82.299 82.652 82.063 S2 81.827 81.827 82.534 S3 80.532 81.004 82.415 S4 79.237 79.709 82.059
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 83.945 82.420 1.525 1.8% 0.726 0.9% 10% False True 53 10 84.435 82.420 2.015 2.4% 0.589 0.7% 7% False True 51 20 84.610 82.420 2.190 2.7% 0.438 0.5% 7% False True 36 40 84.610 81.745 2.865 3.5% 0.341 0.4% 29% False False 77 60 84.610 81.745 2.865 3.5% 0.228 0.3% 29% False False 60
Crabel Price Patterns NR False 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 0.077	Fibonacci Retracements and Extensions 4.250 84.415 2.618 83.795 1.618 83.415 1.000 83.180 0.618 83.035 HIGH 82.800 0.618 82.655 0.500 82.610 0.382 82.565 LOW 82.420 0.618 82.185 1.000 82.040 1.618 81.805 2.618 81.425 4.250 80.805
Fisher Pivots for day following 07-Aug-2012 Pivot 1 day 3 day R1 82.610 83.110 PP 82.597 82.930 S1 82.583 82.750

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