ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	74.625	74.000	-0.625	-0.8%	74.390
High	74.745	74.265	-0.480	-0.6%	75.390
Low	73.840	73.845	0.005	0.0%	73.905
Close	73.955	74.093	0.138	0.2%	74.743
Range	0.905	0.420	-0.485	-53.6%	1.485
ATR	0.832	0.802	-0.029	-3.5%	0.000
Volume	21,632	18,950	-2,682	-12.4%	169,291

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.328	75.130	74.324
R3	74.908	74.710	74.209
R2	74.488	74.488	74.170
R1	74.290	74.290	74.132	74.389
PP	74.068	74.068	74.068	74.117
S1	73.870	73.870	74.055	73.969
S2	73.648	73.648	74.016
S3	73.228	73.450	73.978
S4	72.808	73.030	73.862

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	73.840	1.550	2.1%	0.769	1.0%	16%	False	False	26,429
10	75.645	73.840	1.805	2.4%	0.930	1.3%	14%	False	False	32,651
20	75.645	73.585	2.060	2.8%	0.817	1.1%	25%	False	False	30,657
40	77.175	73.585	3.590	4.8%	0.753	1.0%	14%	False	False	30,302
60	77.175	73.585	3.590	4.8%	0.705	1.0%	14%	False	False	25,115
80	77.175	73.325	3.850	5.2%	0.691	0.9%	20%	False	False	18,888
100	77.250	73.325	3.925	5.3%	0.622	0.8%	20%	False	False	15,116

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	0.173
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	76.050
2.618	75.365
1.618	74.945
1.000	74.685
0.618	74.525
HIGH	74.265
0.618	74.105
0.500	74.055
0.382	74.005
LOW	73.845
0.618	73.585
1.000	73.425
1.618	73.165
2.618	72.745
4.250	72.060

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	74.080	74.448
PP	74.068	74.329
S1	74.055	74.211

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

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