ICE US Dollar Index Future September 2011

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

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	75.010	74.800	-0.210	-0.3%	74.390
High	75.390	75.055	-0.335	-0.4%	75.390
Low	74.450	74.495	0.045	0.1%	73.905
Close	74.810	74.743	-0.067	-0.1%	74.743
Range	0.940	0.560	-0.380	-40.4%	1.485
ATR	0.847	0.826	-0.020	-2.4%	0.000
Volume	34,046	17,291	-16,755	-49.2%	169,291

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.444	76.154	75.051
R3	75.884	75.594	74.897
R2	75.324	75.324	74.846
R1	75.034	75.034	74.794	74.899
PP	74.764	74.764	74.764	74.697
S1	74.474	74.474	74.692	74.339
S2	74.204	74.204	74.640
S3	73.644	73.914	74.589
S4	73.084	73.354	74.435

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.134	78.424	75.560
R3	77.649	76.939	75.151
R2	76.164	76.164	75.015
R1	75.454	75.454	74.879	75.809
PP	74.679	74.679	74.679	74.857
S1	73.969	73.969	74.607	74.324
S2	73.194	73.194	74.471
S3	71.709	72.484	74.335
S4	70.224	70.999	73.926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.390	73.905	1.485	2.0%	0.939	1.3%	56%	False	False	33,858
10	75.645	73.755	1.890	2.5%	0.953	1.3%	52%	False	False	34,814
20	76.115	73.585	2.530	3.4%	0.815	1.1%	46%	False	False	31,288
40	77.175	73.585	3.590	4.8%	0.757	1.0%	32%	False	False	30,747
60	77.175	73.585	3.590	4.8%	0.707	0.9%	32%	False	False	24,451
80	77.175	73.325	3.850	5.2%	0.683	0.9%	37%	False	False	18,381
100	77.250	73.325	3.925	5.3%	0.620	0.8%	36%	False	False	14,711

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.198
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	77.435
2.618	76.521
1.618	75.961
1.000	75.615
0.618	75.401
HIGH	75.055
0.618	74.841
0.500	74.775
0.382	74.709
LOW	74.495
0.618	74.149
1.000	73.935
1.618	73.589
2.618	73.029
4.250	72.115

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	74.775	74.711
PP	74.764	74.679
S1	74.754	74.648

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

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