ICE US Dollar Index Future December 2012

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Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary Previous Current 27-Jun-2012 28-Jun-2012 Change Change % Previous Week Open 83.150 83.250 0.100 0.1% 81.990 High 83.150 83.250 0.100 0.1% 82.850 Low 83.150 83.210 0.060 0.1% 81.745 Close 83.150 83.347 0.197 0.2% 82.792 Range 0.000 0.040 0.040 1.105 ATR 0.325 0.309 -0.016 -4.9% 0.000 Volume 2 2 0 0.0% 576
Daily Pivots for day following 28-Jun-2012 Classic Woodie Camarilla DeMark R4 83.389 83.408 83.369 R3 83.349 83.368 83.358 R2 83.309 83.309 83.354 R1 83.328 83.328 83.351 83.319 PP 83.269 83.269 83.269 83.264 S1 83.288 83.288 83.343 83.279 S2 83.229 83.229 83.340 S3 83.189 83.248 83.336 S4 83.149 83.208 83.325	Weekly Pivots for week ending 22-Jun-2012 Classic Woodie Camarilla DeMark R4 85.777 85.390 83.400 R3 84.672 84.285 83.096 R2 83.567 83.567 82.995 R1 83.180 83.180 82.893 83.374 PP 82.462 82.462 82.462 82.559 S1 82.075 82.075 82.691 82.269 S2 81.357 81.357 82.589 S3 80.252 80.970 82.488 S4 79.147 79.865 82.184
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 83.250 82.780 0.470 0.6% 0.080 0.1% 121% True False 3 10 83.250 81.745 1.505 1.8% 0.214 0.3% 106% True False 109 20 83.753 81.745 2.008 2.4% 0.107 0.1% 80% False False 130 40 83.891 80.287 3.604 4.3% 0.054 0.1% 85% False False 65
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 0.013 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 83.420 2.618 83.355 1.618 83.315 1.000 83.290 0.618 83.275 HIGH 83.250 0.618 83.235 0.500 83.230 0.382 83.225 LOW 83.210 0.618 83.185 1.000 83.170 1.618 83.145 2.618 83.105 4.250 83.040
Fisher Pivots for day following 28-Jun-2012 Pivot 1 day 3 day R1 83.308 83.253 PP 83.269 83.159 S1 83.230 83.065

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