ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 12-May-2011

Day Change Summary
	Previous	Current
	11-May-2011	12-May-2011	Change	Change %	Previous Week
Open	75.230	75.975	0.745	1.0%	73.510
High	76.080	76.305	0.225	0.3%	75.520
Low	75.020	75.745	0.725	1.0%	73.325
Close	76.007	75.922	-0.085	-0.1%	75.550
Range	1.060	0.560	-0.500	-47.2%	2.195
ATR	0.587	0.585	-0.002	-0.3%	0.000
Volume	393	441	48	12.2%	612

Daily Pivots for day following 12-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.671	77.356	76.230
R3	77.111	76.796	76.076
R2	76.551	76.551	76.025
R1	76.236	76.236	75.973	76.114
PP	75.991	75.991	75.991	75.929
S1	75.676	75.676	75.871	75.554
S2	75.431	75.431	75.819
S3	74.871	75.116	75.768
S4	74.311	74.556	75.614

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	76.305	74.610	1.695	2.2%	0.740	1.0%	77%	True	False	297
10	76.305	73.325	2.980	3.9%	0.673	0.9%	87%	True	False	203
20	76.350	73.325	3.025	4.0%	0.572	0.8%	86%	False	False	128
40	77.260	73.325	3.935	5.2%	0.450	0.6%	66%	False	False	72

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	0.170
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.685
2.618	77.771
1.618	77.211
1.000	76.865
0.618	76.651
HIGH	76.305
0.618	76.091
0.500	76.025
0.382	75.959
LOW	75.745
0.618	75.399
1.000	75.185
1.618	74.839
2.618	74.279
4.250	73.365

Fisher Pivots for day following 12-May-2011
Pivot	1 day	3 day
R1	76.025	75.836
PP	75.991	75.749
S1	75.956	75.663

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

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