ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	74.130	74.490	0.360	0.5%	74.180
High	74.745	74.915	0.170	0.2%	74.685
Low	73.755	74.345	0.590	0.8%	73.585
Close	74.456	74.666	0.210	0.3%	74.036
Range	0.990	0.570	-0.420	-42.4%	1.100
ATR	0.716	0.706	-0.010	-1.5%	0.000
Volume	31,787	30,420	-1,367	-4.3%	130,774

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.352	76.079	74.980
R3	75.782	75.509	74.823
R2	75.212	75.212	74.771
R1	74.939	74.939	74.718	75.076
PP	74.642	74.642	74.642	74.710
S1	74.369	74.369	74.614	74.506
S2	74.072	74.072	74.562
S3	73.502	73.799	74.509
S4	72.932	73.229	74.353

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.402	76.819	74.641
R3	76.302	75.719	74.339
R2	75.202	75.202	74.238
R1	74.619	74.619	74.137	74.361
PP	74.102	74.102	74.102	73.973
S1	73.519	73.519	73.935	73.261
S2	73.002	73.002	73.834
S3	71.902	72.419	73.734
S4	70.802	71.319	73.431

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.915	73.585	1.330	1.8%	0.746	1.0%	81%	True	False	29,467
10	75.520	73.585	1.935	2.6%	0.705	0.9%	56%	False	False	28,662
20	77.175	73.585	3.590	4.8%	0.729	1.0%	30%	False	False	29,911
40	77.175	73.585	3.590	4.8%	0.694	0.9%	30%	False	False	29,062
60	77.175	73.585	3.590	4.8%	0.663	0.9%	30%	False	False	19,723
80	77.175	73.325	3.850	5.2%	0.626	0.8%	35%	False	False	14,812
100	77.515	73.325	4.190	5.6%	0.560	0.7%	32%	False	False	11,852

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.194
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	77.338
2.618	76.407
1.618	75.837
1.000	75.485
0.618	75.267
HIGH	74.915
0.618	74.697
0.500	74.630
0.382	74.563
LOW	74.345
0.618	73.993
1.000	73.775
1.618	73.423
2.618	72.853
4.250	71.923

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	74.654	74.556
PP	74.642	74.445
S1	74.630	74.335

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

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