ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	74.475	74.140	-0.335	-0.4%	74.625
High	74.570	74.250	-0.320	-0.4%	74.745
Low	73.685	73.875	0.190	0.3%	73.515
Close	74.106	74.168	0.062	0.1%	74.106
Range	0.885	0.375	-0.510	-57.6%	1.230
ATR	0.807	0.776	-0.031	-3.8%	0.000
Volume	25,812	14,003	-11,809	-45.8%	114,243

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.223	75.070	74.374
R3	74.848	74.695	74.271
R2	74.473	74.473	74.237
R1	74.320	74.320	74.202	74.397
PP	74.098	74.098	74.098	74.136
S1	73.945	73.945	74.134	74.022
S2	73.723	73.723	74.099
S3	73.348	73.570	74.065
S4	72.973	73.195	73.962

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.812	77.189	74.783
R3	76.582	75.959	74.444
R2	75.352	75.352	74.332
R1	74.729	74.729	74.219	74.426
PP	74.122	74.122	74.122	73.970
S1	73.499	73.499	73.993	73.196
S2	72.892	72.892	73.881
S3	71.662	72.269	73.768
S4	70.432	71.039	73.430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.570	73.515	1.055	1.4%	0.642	0.9%	62%	False	False	21,322
10	75.390	73.515	1.875	2.5%	0.775	1.0%	35%	False	False	25,905
20	75.645	73.515	2.130	2.9%	0.830	1.1%	31%	False	False	29,490
40	77.175	73.515	3.660	4.9%	0.756	1.0%	18%	False	False	29,452
60	77.175	73.515	3.660	4.9%	0.714	1.0%	18%	False	False	26,555
80	77.175	73.325	3.850	5.2%	0.703	0.9%	22%	False	False	19,980
100	77.250	73.325	3.925	5.3%	0.641	0.9%	21%	False	False	15,992

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.166
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	75.844
2.618	75.232
1.618	74.857
1.000	74.625
0.618	74.482
HIGH	74.250
0.618	74.107
0.500	74.063
0.382	74.018
LOW	73.875
0.618	73.643
1.000	73.500
1.618	73.268
2.618	72.893
4.250	72.281

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	74.133	74.155
PP	74.098	74.141
S1	74.063	74.128

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

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