ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary Previous Current 19-Jun-2012 20-Jun-2012 Change Change % Previous Week Open 82.280 81.895 -0.385 -0.5% 82.710 High 82.280 82.275 -0.005 0.0% 83.354 Low 81.745 81.770 0.025 0.0% 82.367 Close 81.966 82.114 0.148 0.2% 82.367 Range 0.535 0.505 -0.030 -5.6% 0.987 ATR 0.336 0.348 0.012 3.6% 0.000 Volume 24 38 14 58.3% 2,005
Daily Pivots for day following 20-Jun-2012 Classic Woodie Camarilla DeMark R4 83.568 83.346 82.392 R3 83.063 82.841 82.253 R2 82.558 82.558 82.207 R1 82.336 82.336 82.160 82.447 PP 82.053 82.053 82.053 82.109 S1 81.831 81.831 82.068 81.942 S2 81.548 81.548 82.021 S3 81.043 81.326 81.975 S4 80.538 80.821 81.836	Weekly Pivots for week ending 15-Jun-2012 Classic Woodie Camarilla DeMark R4 85.657 84.999 82.910 R3 84.670 84.012 82.638 R2 83.683 83.683 82.548 R1 83.025 83.025 82.457 82.861 PP 82.696 82.696 82.696 82.614 S1 82.038 82.038 82.277 81.874 S2 81.709 81.709 82.186 S3 80.722 81.051 82.096 S4 79.735 80.064 81.824
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 82.726 81.745 0.981 1.2% 0.294 0.4% 38% False False 313 10 83.422 81.745 1.677 2.0% 0.147 0.2% 22% False False 257 20 83.891 81.745 2.146 2.6% 0.074 0.1% 17% False False 129
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.013 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 84.421 2.618 83.597 1.618 83.092 1.000 82.780 0.618 82.587 HIGH 82.275 0.618 82.082 0.500 82.023 0.382 81.963 LOW 81.770 0.618 81.458 1.000 81.265 1.618 80.953 2.618 80.448 4.250 79.624
Fisher Pivots for day following 20-Jun-2012 Pivot 1 day 3 day R1 82.084 82.104 PP 82.053 82.093 S1 82.023 82.083

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