ICE US Dollar Index Future September 2012

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Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary Previous Current 30-May-2012 31-May-2012 Change Change % Previous Week Open 83.005 83.500 0.495 0.6% 81.605 High 83.575 83.650 0.075 0.1% 82.965 Low 83.000 83.260 0.260 0.3% 81.415 Close 83.481 83.524 0.043 0.1% 82.963 Range 0.575 0.390 -0.185 -32.2% 1.550 ATR 0.447 0.443 -0.004 -0.9% 0.000 Volume 485 493 8 1.6% 840
Daily Pivots for day following 31-May-2012 Classic Woodie Camarilla DeMark R4 84.648 84.476 83.739 R3 84.258 84.086 83.631 R2 83.868 83.868 83.596 R1 83.696 83.696 83.560 83.782 PP 83.478 83.478 83.478 83.521 S1 83.306 83.306 83.488 83.392 S2 83.088 83.088 83.453 S3 82.698 82.916 83.417 S4 82.308 82.526 83.310	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 83.650 82.350 1.300 1.6% 0.460 0.6% 90% True False 347 10 83.650 81.415 2.235 2.7% 0.514 0.6% 94% True False 235 20 83.650 79.510 4.140 5.0% 0.404 0.5% 97% True False 131 40 83.650 79.025 4.625 5.5% 0.293 0.4% 97% True False 86
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 0.142 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 85.308 2.618 84.671 1.618 84.281 1.000 84.040 0.618 83.891 HIGH 83.650 0.618 83.501 0.500 83.455 0.382 83.409 LOW 83.260 0.618 83.019 1.000 82.870 1.618 82.629 2.618 82.239 4.250 81.603
Fisher Pivots for day following 31-May-2012 Pivot 1 day 3 day R1 83.501 83.377 PP 83.478 83.230 S1 83.455 83.083

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