ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 06-May-2011

Day Change Summary
	Previous	Current
	05-May-2011	06-May-2011	Change	Change %	Previous Week
Open	73.650	74.750	1.100	1.5%	73.510
High	74.880	75.520	0.640	0.9%	75.520
Low	73.500	74.610	1.110	1.5%	73.325
Close	74.855	75.550	0.695	0.9%	75.550
Range	1.380	0.910	-0.470	-34.1%	2.195
ATR	0.517	0.546	0.028	5.4%	0.000
Volume	80	155	75	93.8%	612

Daily Pivots for day following 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.957	77.663	76.051
R3	77.047	76.753	75.800
R2	76.137	76.137	75.717
R1	75.843	75.843	75.633	75.990
PP	75.227	75.227	75.227	75.300
S1	74.933	74.933	75.467	75.080
S2	74.317	74.317	75.383
S3	73.407	74.023	75.300
S4	72.497	73.113	75.050

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.383	80.662	76.757
R3	79.188	78.467	76.154
R2	76.993	76.993	75.952
R1	76.272	76.272	75.751	76.633
PP	74.798	74.798	74.798	74.979
S1	74.077	74.077	75.349	74.438
S2	72.603	72.603	75.148
S3	70.408	71.882	74.946
S4	68.213	69.687	74.343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.520	73.325	2.195	2.9%	0.738	1.0%	101%	True	False	122
10	75.520	73.325	2.195	2.9%	0.583	0.8%	101%	True	False	88
20	76.350	73.325	3.025	4.0%	0.503	0.7%	74%	False	False	66
40	77.515	73.325	4.190	5.5%	0.387	0.5%	53%	False	False	39

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	0.138
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.388
2.618	77.902
1.618	76.992
1.000	76.430
0.618	76.082
HIGH	75.520
0.618	75.172
0.500	75.065
0.382	74.958
LOW	74.610
0.618	74.048
1.000	73.700
1.618	73.138
2.618	72.228
4.250	70.743

Fisher Pivots for day following 06-May-2011
Pivot	1 day	3 day
R1	75.388	75.182
PP	75.227	74.813
S1	75.065	74.445

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

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