ICE US Dollar Index Future September 2012

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Trading Metrics calculated at close of trading on 28-May-2012
Day Change Summary Previous Current 25-May-2012 28-May-2012 Change Change % Previous Week Open 82.765 82.600 -0.165 -0.2% 81.605 High 82.965 82.715 -0.250 -0.3% 82.965 Low 82.605 82.350 -0.255 -0.3% 81.415 Close 82.963 82.963 0.000 0.0% 82.963 Range 0.360 0.365 0.005 1.4% 1.550 ATR 0.409 0.423 0.015 3.6% 0.000 Volume 408 95 -313 -76.7% 840
Daily Pivots for day following 28-May-2012 Classic Woodie Camarilla DeMark R4 83.771 83.732 83.164 R3 83.406 83.367 83.063 R2 83.041 83.041 83.030 R1 83.002 83.002 82.996 83.022 PP 82.676 82.676 82.676 82.686 S1 82.637 82.637 82.930 82.657 S2 82.311 82.311 82.896 S3 81.946 82.272 82.863 S4 81.581 81.907 82.762	Weekly Pivots for week ending 25-May-2012 Classic Woodie Camarilla DeMark R4 87.098 86.580 83.816 R3 85.548 85.030 83.389 R2 83.998 83.998 83.247 R1 83.480 83.480 83.105 83.739 PP 82.448 82.448 82.448 82.577 S1 81.930 81.930 82.821 82.189 S2 80.898 80.898 82.679 S3 79.348 80.380 82.537 S4 77.798 78.830 82.111
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 82.965 81.610 1.355 1.6% 0.500 0.6% 100% False False 175 10 82.965 81.410 1.555 1.9% 0.452 0.5% 100% False False 122 20 82.965 79.025 3.940 4.7% 0.340 0.4% 100% False False 69 40 82.965 79.025 3.940 4.7% 0.282 0.3% 100% False False 57
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.114 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 84.266 2.618 83.671 1.618 83.306 1.000 83.080 0.618 82.941 HIGH 82.715 0.618 82.576 0.500 82.533 0.382 82.489 LOW 82.350 0.618 82.124 1.000 81.985 1.618 81.759 2.618 81.394 4.250 80.799
Fisher Pivots for day following 28-May-2012 Pivot 1 day 3 day R1 82.820 82.861 PP 82.676 82.759 S1 82.533 82.658

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