ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 27-Apr-2011

Day Change Summary
	Previous	Current
	26-Apr-2011	27-Apr-2011	Change	Change %	Previous Week
Open	74.910	74.220	-0.690	-0.9%	75.620
High	74.950	74.555	-0.395	-0.5%	76.350
Low	74.375	73.890	-0.485	-0.7%	74.510
Close	74.450	74.116	-0.334	-0.4%	74.605
Range	0.575	0.665	0.090	15.7%	1.840
ATR	0.437	0.453	0.016	3.7%	0.000
Volume	87	39	-48	-55.2%	321

Daily Pivots for day following 27-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.182	75.814	74.482
R3	75.517	75.149	74.299
R2	74.852	74.852	74.238
R1	74.484	74.484	74.177	74.336
PP	74.187	74.187	74.187	74.113
S1	73.819	73.819	74.055	73.671
S2	73.522	73.522	73.994
S3	72.857	73.154	73.933
S4	72.192	72.489	73.750

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.675	79.480	75.617
R3	78.835	77.640	75.111
R2	76.995	76.995	74.942
R1	75.800	75.800	74.774	75.478
PP	75.155	75.155	75.155	74.994
S1	73.960	73.960	74.436	73.638
S2	73.315	73.315	74.268
S3	71.475	72.120	74.099
S4	69.635	70.280	73.593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.530	73.890	1.640	2.2%	0.498	0.7%	14%	False	True	66
10	76.350	73.890	2.460	3.3%	0.469	0.6%	9%	False	True	50
20	77.250	73.890	3.360	4.5%	0.377	0.5%	7%	False	True	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.103
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	77.381
2.618	76.296
1.618	75.631
1.000	75.220
0.618	74.966
HIGH	74.555
0.618	74.301
0.500	74.223
0.382	74.144
LOW	73.890
0.618	73.479
1.000	73.225
1.618	72.814
2.618	72.149
4.250	71.064

Fisher Pivots for day following 27-Apr-2011
Pivot	1 day	3 day
R1	74.223	74.420
PP	74.187	74.319
S1	74.152	74.217

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

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