ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 23-May-2011

Day Change Summary
	Previous	Current
	20-May-2011	23-May-2011	Change	Change %	Previous Week
Open	75.755	76.350	0.595	0.8%	76.600
High	76.395	77.015	0.620	0.8%	76.655
Low	75.620	76.350	0.730	1.0%	75.620
Close	76.069	76.719	0.650	0.9%	76.069
Range	0.775	0.665	-0.110	-14.2%	1.035
ATR	0.611	0.635	0.024	3.9%	0.000
Volume	365	408	43	11.8%	1,225

Daily Pivots for day following 23-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.690	78.369	77.085
R3	78.025	77.704	76.902
R2	77.360	77.360	76.841
R1	77.039	77.039	76.780	77.200
PP	76.695	76.695	76.695	76.775
S1	76.374	76.374	76.658	76.535
S2	76.030	76.030	76.597
S3	75.365	75.709	76.536
S4	74.700	75.044	76.353

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.220	78.679	76.638
R3	78.185	77.644	76.354
R2	77.150	77.150	76.259
R1	76.609	76.609	76.164	76.362
PP	76.115	76.115	76.115	75.991
S1	75.574	75.574	75.974	75.327
S2	75.080	75.080	75.879
S3	74.045	74.539	75.784
S4	73.010	73.504	75.500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.015	75.620	1.395	1.8%	0.569	0.7%	79%	True	False	256
10	77.015	75.020	1.995	2.6%	0.680	0.9%	85%	True	False	301
20	77.015	73.325	3.690	4.8%	0.651	0.8%	92%	True	False	208
40	77.250	73.325	3.925	5.1%	0.498	0.6%	86%	False	False	118

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	0.184
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.841
2.618	78.756
1.618	78.091
1.000	77.680
0.618	77.426
HIGH	77.015
0.618	76.761
0.500	76.683
0.382	76.604
LOW	76.350
0.618	75.939
1.000	75.685
1.618	75.274
2.618	74.609
4.250	73.524

Fisher Pivots for day following 23-May-2011
Pivot	1 day	3 day
R1	76.707	76.585
PP	76.695	76.451
S1	76.683	76.318

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These figures are updated between 7pm and 10pm EST after a trading day.

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