ICE US Dollar Index Future September 2012

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Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary Previous Current 23-May-2012 24-May-2012 Change Change % Previous Week Open 82.200 82.650 0.450 0.5% 80.760 High 82.760 82.935 0.175 0.2% 82.195 Low 82.100 82.500 0.400 0.5% 80.760 Close 82.655 82.887 0.232 0.3% 81.764 Range 0.660 0.435 -0.225 -34.1% 1.435 ATR 0.411 0.413 0.002 0.4% 0.000 Volume 62 246 184 296.8% 312
Daily Pivots for day following 24-May-2012 Classic Woodie Camarilla DeMark R4 84.079 83.918 83.126 R3 83.644 83.483 83.007 R2 83.209 83.209 82.967 R1 83.048 83.048 82.927 83.129 PP 82.774 82.774 82.774 82.814 S1 82.613 82.613 82.847 82.694 S2 82.339 82.339 82.807 S3 81.904 82.178 82.767 S4 81.469 81.743 82.648	Weekly Pivots for week ending 18-May-2012 Classic Woodie Camarilla DeMark R4 85.878 85.256 82.553 R3 84.443 83.821 82.159 R2 83.008 83.008 82.027 R1 82.386 82.386 81.896 82.697 PP 81.573 81.573 81.573 81.729 S1 80.951 80.951 81.632 81.262 S2 80.138 80.138 81.501 S3 78.703 79.516 81.369 S4 77.268 78.081 80.975
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 82.935 81.415 1.520 1.8% 0.568 0.7% 97% True False 123 10 82.935 80.540 2.395 2.9% 0.440 0.5% 98% True False 75 20 82.935 79.025 3.910 4.7% 0.331 0.4% 99% True False 50 40 82.935 79.025 3.910 4.7% 0.272 0.3% 99% True False 46
Crabel Price Patterns NR True NR4 True NR5 True 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 0.093 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 84.784 2.618 84.074 1.618 83.639 1.000 83.370 0.618 83.204 HIGH 82.935 0.618 82.769 0.500 82.718 0.382 82.666 LOW 82.500 0.618 82.231 1.000 82.065 1.618 81.796 2.618 81.361 4.250 80.651
Fisher Pivots for day following 24-May-2012 Pivot 1 day 3 day R1 82.831 82.682 PP 82.774 82.477 S1 82.718 82.273

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