ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 30-May-2011

Day Change Summary
	Previous	Current
	27-May-2011	30-May-2011	Change	Change %	Previous Week
Open	76.175	75.400	-0.775	-1.0%	76.350
High	76.175	75.545	-0.630	-0.8%	77.015
Low	75.400	75.400	0.000	0.0%	75.400
Close	75.498	75.510	0.012	0.0%	75.498
Range	0.775	0.145	-0.630	-81.3%	1.615
ATR	0.628	0.593	-0.034	-5.5%	0.000
Volume	267	550	283	106.0%	1,658

Daily Pivots for day following 30-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.920	75.860	75.590
R3	75.775	75.715	75.550
R2	75.630	75.630	75.537
R1	75.570	75.570	75.523	75.600
PP	75.485	75.485	75.485	75.500
S1	75.425	75.425	75.497	75.455
S2	75.340	75.340	75.483
S3	75.195	75.280	75.470
S4	75.050	75.135	75.430

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.816	79.772	76.386
R3	79.201	78.157	75.942
R2	77.586	77.586	75.794
R1	76.542	76.542	75.646	76.257
PP	75.971	75.971	75.971	75.828
S1	74.927	74.927	75.350	74.642
S2	74.356	74.356	75.202
S3	72.741	73.312	75.054
S4	71.126	71.697	74.610

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.980	75.400	1.580	2.1%	0.486	0.6%	7%	False	True	360
10	77.015	75.400	1.615	2.1%	0.528	0.7%	7%	False	True	308
20	77.015	73.370	3.645	4.8%	0.654	0.9%	59%	False	False	280
40	77.015	73.325	3.690	4.9%	0.521	0.7%	59%	False	False	162

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.090
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	76.161
2.618	75.925
1.618	75.780
1.000	75.690
0.618	75.635
HIGH	75.545
0.618	75.490
0.500	75.473
0.382	75.455
LOW	75.400
0.618	75.310
1.000	75.255
1.618	75.165
2.618	75.020
4.250	74.784

Fisher Pivots for day following 30-May-2011
Pivot	1 day	3 day
R1	75.498	75.903
PP	75.485	75.772
S1	75.473	75.641

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

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