ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	73.690	74.300	0.610	0.8%	75.535
High	74.390	74.585	0.195	0.3%	76.115
Low	73.585	74.045	0.460	0.6%	74.125
Close	74.273	74.391	0.118	0.2%	74.412
Range	0.805	0.540	-0.265	-32.9%	1.990
ATR	0.697	0.685	-0.011	-1.6%	0.000
Volume	32,906	23,398	-9,508	-28.9%	146,847

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.960	75.716	74.688
R3	75.420	75.176	74.540
R2	74.880	74.880	74.490
R1	74.636	74.636	74.441	74.758
PP	74.340	74.340	74.340	74.402
S1	74.096	74.096	74.342	74.218
S2	73.800	73.800	74.292
S3	73.260	73.556	74.243
S4	72.720	73.016	74.094

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.854	79.623	75.507
R3	78.864	77.633	74.959
R2	76.874	76.874	74.777
R1	75.643	75.643	74.594	75.264
PP	74.884	74.884	74.884	74.694
S1	73.653	73.653	74.230	73.274
S2	72.894	72.894	74.047
S3	70.904	71.663	73.865
S4	68.914	69.673	73.318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.600	73.585	1.015	1.4%	0.583	0.8%	79%	False	False	24,825
10	76.115	73.585	2.530	3.4%	0.640	0.9%	32%	False	False	27,357
20	77.175	73.585	3.590	4.8%	0.682	0.9%	22%	False	False	28,753
40	77.175	73.585	3.590	4.8%	0.681	0.9%	22%	False	False	27,171
60	77.175	73.500	3.675	4.9%	0.673	0.9%	24%	False	False	18,214
80	77.175	73.325	3.850	5.2%	0.607	0.8%	28%	False	False	13,675
100	77.977	73.325	4.652	6.3%	0.536	0.7%	23%	False	False	10,942

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.146
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	76.880
2.618	75.999
1.618	75.459
1.000	75.125
0.618	74.919
HIGH	74.585
0.618	74.379
0.500	74.315
0.382	74.251
LOW	74.045
0.618	73.711
1.000	73.505
1.618	73.171
2.618	72.631
4.250	71.750

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	74.366	74.289
PP	74.340	74.187
S1	74.315	74.085

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

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