ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary Previous Current 29-Jun-2012 02-Jul-2012 Change Change % Previous Week Open 82.515 82.135 -0.380 -0.5% 82.950 High 82.730 82.410 -0.320 -0.4% 83.250 Low 81.955 82.135 0.180 0.2% 81.955 Close 82.133 82.368 0.235 0.3% 82.133 Range 0.775 0.275 -0.500 -64.5% 1.295 ATR 0.386 0.379 -0.008 -2.0% 0.000 Volume 2 133 131 6,550.0% 15
Daily Pivots for day following 02-Jul-2012 Classic Woodie Camarilla DeMark R4 83.129 83.024 82.519 R3 82.854 82.749 82.444 R2 82.579 82.579 82.418 R1 82.474 82.474 82.393 82.527 PP 82.304 82.304 82.304 82.331 S1 82.199 82.199 82.343 82.252 S2 82.029 82.029 82.318 S3 81.754 81.924 82.292 S4 81.479 81.649 82.217	Weekly Pivots for week ending 29-Jun-2012 Classic Woodie Camarilla DeMark R4 86.331 85.527 82.845 R3 85.036 84.232 82.489 R2 83.741 83.741 82.370 R1 82.937 82.937 82.252 82.692 PP 82.446 82.446 82.446 82.323 S1 81.642 81.642 82.014 81.397 S2 81.151 81.151 81.896 S3 79.856 80.347 81.777 S4 78.561 79.052 81.421
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 83.250 81.955 1.295 1.6% 0.218 0.3% 32% False False 28 10 83.250 81.745 1.505 1.8% 0.276 0.3% 41% False False 22 20 83.733 81.745 1.988 2.4% 0.160 0.2% 31% False False 136 40 83.891 80.554 3.337 4.1% 0.080 0.1% 54% False False 68
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 0.034 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 83.579 2.618 83.130 1.618 82.855 1.000 82.685 0.618 82.580 HIGH 82.410 0.618 82.305 0.500 82.273 0.382 82.240 LOW 82.135 0.618 81.965 1.000 81.860 1.618 81.690 2.618 81.415 4.250 80.966
Fisher Pivots for day following 02-Jul-2012 Pivot 1 day 3 day R1 82.336 82.603 PP 82.304 82.524 S1 82.273 82.446

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