ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 26-May-2011

Day Change Summary
	Previous	Current
	25-May-2011	26-May-2011	Change	Change %	Previous Week
Open	76.580	76.370	-0.210	-0.3%	76.600
High	76.855	76.405	-0.450	-0.6%	76.655
Low	76.335	75.935	-0.400	-0.5%	75.620
Close	76.515	76.127	-0.388	-0.5%	76.069
Range	0.520	0.470	-0.050	-9.6%	1.035
ATR	0.619	0.616	-0.003	-0.5%	0.000
Volume	181	277	96	53.0%	1,225

Daily Pivots for day following 26-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.566	77.316	76.386
R3	77.096	76.846	76.256
R2	76.626	76.626	76.213
R1	76.376	76.376	76.170	76.266
PP	76.156	76.156	76.156	76.101
S1	75.906	75.906	76.084	75.796
S2	75.686	75.686	76.041
S3	75.216	75.436	75.998
S4	74.746	74.966	75.869

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.220	78.679	76.638
R3	78.185	77.644	76.354
R2	77.150	77.150	76.259
R1	76.609	76.609	76.164	76.362
PP	76.115	76.115	76.115	75.991
S1	75.574	75.574	75.974	75.327
S2	75.080	75.080	75.879
S3	74.045	74.539	75.784
S4	73.010	73.504	75.500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.015	75.620	1.395	1.8%	0.590	0.8%	36%	False	False	351
10	77.015	75.490	1.525	2.0%	0.621	0.8%	42%	False	False	293
20	77.015	73.325	3.690	4.8%	0.647	0.8%	76%	False	False	248
40	77.250	73.325	3.925	5.2%	0.514	0.7%	71%	False	False	142

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.148
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	78.403
2.618	77.635
1.618	77.165
1.000	76.875
0.618	76.695
HIGH	76.405
0.618	76.225
0.500	76.170
0.382	76.115
LOW	75.935
0.618	75.645
1.000	75.465
1.618	75.175
2.618	74.705
4.250	73.938

Fisher Pivots for day following 26-May-2011
Pivot	1 day	3 day
R1	76.170	76.458
PP	76.156	76.347
S1	76.141	76.237

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

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