ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 04-Apr-2011

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	76.795	76.500	-0.295	-0.4%	77.060
High	77.250	76.570	-0.680	-0.9%	77.250
Low	76.685	76.340	-0.345	-0.4%	76.650
Close	76.498	76.569	0.071	0.1%	76.498
Range	0.565	0.230	-0.335	-59.3%	0.600
ATR	0.383	0.372	-0.011	-2.9%	0.000
Volume	4	37	33	825.0%	36

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.183	77.106	76.696
R3	76.953	76.876	76.632
R2	76.723	76.723	76.611
R1	76.646	76.646	76.590	76.685
PP	76.493	76.493	76.493	76.512
S1	76.416	76.416	76.548	76.455
S2	76.263	76.263	76.527
S3	76.033	76.186	76.506
S4	75.803	75.956	76.443

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.599	78.149	76.828
R3	77.999	77.549	76.663
R2	77.399	77.399	76.608
R1	76.949	76.949	76.553	76.874
PP	76.799	76.799	76.799	76.762
S1	76.349	76.349	76.443	76.274
S2	76.199	76.199	76.388
S3	75.599	75.749	76.333
S4	74.999	75.149	76.168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.250	76.340	0.910	1.2%	0.294	0.4%	25%	False	True	12
10	77.250	75.955	1.295	1.7%	0.330	0.4%	47%	False	False	15
20	77.977	75.955	2.022	2.6%	0.239	0.3%	30%	False	False	37

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	True
Bull Hook	False
Stretch	0.030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.548
2.618	77.172
1.618	76.942
1.000	76.800
0.618	76.712
HIGH	76.570
0.618	76.482
0.500	76.455
0.382	76.428
LOW	76.340
0.618	76.198
1.000	76.110
1.618	75.968
2.618	75.738
4.250	75.363

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	76.531	76.795
PP	76.493	76.720
S1	76.455	76.644

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

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