ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	74.285	73.785	-0.500	-0.7%	74.140
High	74.550	73.910	-0.640	-0.9%	74.550
Low	73.765	73.565	-0.200	-0.3%	73.635
Close	73.869	73.777	-0.092	-0.1%	73.869
Range	0.785	0.345	-0.440	-56.1%	0.915
ATR	0.738	0.710	-0.028	-3.8%	0.000
Volume	29,819	13,342	-16,477	-55.3%	108,237

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	74.786	74.626	73.967
R3	74.441	74.281	73.872
R2	74.096	74.096	73.840
R1	73.936	73.936	73.809	73.844
PP	73.751	73.751	73.751	73.704
S1	73.591	73.591	73.745	73.499
S2	73.406	73.406	73.714
S3	73.061	73.246	73.682
S4	72.716	72.901	73.587

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.763	76.231	74.372
R3	75.848	75.316	74.121
R2	74.933	74.933	74.037
R1	74.401	74.401	73.953	74.210
PP	74.018	74.018	74.018	73.922
S1	73.486	73.486	73.785	73.295
S2	73.103	73.103	73.701
S3	72.188	72.571	73.617
S4	71.273	71.656	73.366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.550	73.565	0.985	1.3%	0.566	0.8%	22%	False	True	21,515
10	74.570	73.515	1.055	1.4%	0.604	0.8%	25%	False	False	21,419
20	75.645	73.515	2.130	2.9%	0.774	1.0%	12%	False	False	27,608
40	77.175	73.515	3.660	5.0%	0.750	1.0%	7%	False	False	28,433
60	77.175	73.515	3.660	5.0%	0.718	1.0%	7%	False	False	28,270
80	77.175	73.515	3.660	5.0%	0.693	0.9%	7%	False	False	21,318
100	77.175	73.325	3.850	5.2%	0.655	0.9%	12%	False	False	17,067
120	77.515	73.325	4.190	5.7%	0.591	0.8%	11%	False	False	14,225

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.141
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	75.376
2.618	74.813
1.618	74.468
1.000	74.255
0.618	74.123
HIGH	73.910
0.618	73.778
0.500	73.738
0.382	73.697
LOW	73.565
0.618	73.352
1.000	73.220
1.618	73.007
2.618	72.662
4.250	72.099

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	73.764	74.058
PP	73.751	73.964
S1	73.738	73.871

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

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