ICE US Dollar Index Future September 2012

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Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary Previous Current 29-May-2012 30-May-2012 Change Change % Previous Week Open 82.865 83.005 0.140 0.2% 81.605 High 83.125 83.575 0.450 0.5% 82.965 Low 82.515 83.000 0.485 0.6% 81.415 Close 83.005 83.481 0.476 0.6% 82.963 Range 0.610 0.575 -0.035 -5.7% 1.550 ATR 0.437 0.447 0.010 2.3% 0.000 Volume 258 485 227 88.0% 840
Daily Pivots for day following 30-May-2012 Classic Woodie Camarilla DeMark R4 85.077 84.854 83.797 R3 84.502 84.279 83.639 R2 83.927 83.927 83.586 R1 83.704 83.704 83.534 83.816 PP 83.352 83.352 83.352 83.408 S1 83.129 83.129 83.428 83.241 S2 82.777 82.777 83.376 S3 82.202 82.554 83.323 S4 81.627 81.979 83.165	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 83.575 82.350 1.225 1.5% 0.469 0.6% 92% True False 298 10 83.575 81.415 2.160 2.6% 0.514 0.6% 96% True False 190 20 83.575 79.510 4.065 4.9% 0.392 0.5% 98% True False 106 40 83.575 79.025 4.550 5.5% 0.288 0.3% 98% True False 74
Crabel Price Patterns NR True 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 0.136 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 86.019 2.618 85.080 1.618 84.505 1.000 84.150 0.618 83.930 HIGH 83.575 0.618 83.355 0.500 83.288 0.382 83.220 LOW 83.000 0.618 82.645 1.000 82.425 1.618 82.070 2.618 81.495 4.250 80.556
Fisher Pivots for day following 30-May-2012 Pivot 1 day 3 day R1 83.417 83.308 PP 83.352 83.135 S1 83.288 82.963

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