ICE US Dollar Index Future September 2012

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Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary Previous Current 26-Jun-2012 27-Jun-2012 Change Change % Previous Week Open 82.650 82.585 -0.065 -0.1% 81.510 High 82.865 82.905 0.040 0.0% 82.670 Low 82.430 82.470 0.040 0.0% 81.390 Close 82.539 82.810 0.271 0.3% 82.442 Range 0.435 0.435 0.000 0.0% 1.280 ATR 0.593 0.582 -0.011 -1.9% 0.000 Volume 25,699 19,498 -6,201 -24.1% 157,254
Daily Pivots for day following 27-Jun-2012 Classic Woodie Camarilla DeMark R4 84.033 83.857 83.049 R3 83.598 83.422 82.930 R2 83.163 83.163 82.890 R1 82.987 82.987 82.850 83.075 PP 82.728 82.728 82.728 82.773 S1 82.552 82.552 82.770 82.640 S2 82.293 82.293 82.730 S3 81.858 82.117 82.690 S4 81.423 81.682 82.571	Weekly Pivots for week ending 22-Jun-2012 Classic Woodie Camarilla DeMark R4 86.007 85.505 83.146 R3 84.727 84.225 82.794 R2 83.447 83.447 82.677 R1 82.945 82.945 82.559 83.196 PP 82.167 82.167 82.167 82.293 S1 81.665 81.665 82.325 81.916 S2 80.887 80.887 82.207 S3 79.607 80.385 82.090 S4 78.327 79.105 81.738
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 82.905 81.660 1.245 1.5% 0.504 0.6% 92% True False 23,080 10 82.905 81.390 1.515 1.8% 0.613 0.7% 94% True False 27,775 20 84.000 81.390 2.610 3.2% 0.635 0.8% 54% False False 17,580 40 84.000 79.510 4.490 5.4% 0.514 0.6% 73% False False 8,843 60 84.000 79.025 4.975 6.0% 0.404 0.5% 76% False False 5,909
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.130	Fibonacci Retracements and Extensions 4.250 84.754 2.618 84.044 1.618 83.609 1.000 83.340 0.618 83.174 HIGH 82.905 0.618 82.739 0.500 82.688 0.382 82.636 LOW 82.470 0.618 82.201 1.000 82.035 1.618 81.766 2.618 81.331 4.250 80.621
Fisher Pivots for day following 27-Jun-2012 Pivot 1 day 3 day R1 82.769 82.763 PP 82.728 82.715 S1 82.688 82.668

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