ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 08-Aug-2011

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	75.570	74.390	-1.180	-1.6%	74.130
High	75.645	75.215	-0.430	-0.6%	75.645
Low	74.670	74.150	-0.520	-0.7%	73.755
Close	74.802	74.938	0.136	0.2%	74.802
Range	0.975	1.065	0.090	9.2%	1.890
ATR	0.784	0.804	0.020	2.6%	0.000
Volume	34,317	38,485	4,168	12.1%	178,849

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.963	77.515	75.524
R3	76.898	76.450	75.231
R2	75.833	75.833	75.133
R1	75.385	75.385	75.036	75.609
PP	74.768	74.768	74.768	74.880
S1	74.320	74.320	74.840	74.544
S2	73.703	73.703	74.743
S3	72.638	73.255	74.645
S4	71.573	72.190	74.352

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.404	79.493	75.842
R3	78.514	77.603	75.322
R2	76.624	76.624	75.149
R1	75.713	75.713	74.975	76.169
PP	74.734	74.734	74.734	74.962
S1	73.823	73.823	74.629	74.279
S2	72.844	72.844	74.456
S3	70.954	71.933	74.282
S4	69.064	70.043	73.763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.645	74.020	1.625	2.2%	0.982	1.3%	56%	False	False	37,109
10	75.645	73.585	2.060	2.7%	0.886	1.2%	66%	False	False	33,076
20	77.175	73.585	3.590	4.8%	0.798	1.1%	38%	False	False	32,194
40	77.175	73.585	3.590	4.8%	0.740	1.0%	38%	False	False	30,500
60	77.175	73.585	3.590	4.8%	0.682	0.9%	38%	False	False	22,286
80	77.175	73.325	3.850	5.1%	0.664	0.9%	42%	False	False	16,750
100	77.250	73.325	3.925	5.2%	0.595	0.8%	41%	False	False	13,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.183
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.741
2.618	78.003
1.618	76.938
1.000	76.280
0.618	75.873
HIGH	75.215
0.618	74.808
0.500	74.683
0.382	74.557
LOW	74.150
0.618	73.492
1.000	73.085
1.618	72.427
2.618	71.362
4.250	69.624

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	74.853	74.903
PP	74.768	74.868
S1	74.683	74.833

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

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