ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	73.750	74.055	0.305	0.4%	74.140
High	74.250	74.245	-0.005	0.0%	74.550
Low	73.680	73.890	0.210	0.3%	73.635
Close	73.996	74.173	0.177	0.2%	73.869
Range	0.570	0.355	-0.215	-37.7%	0.915
ATR	0.700	0.675	-0.025	-3.5%	0.000
Volume	26,002	18,444	-7,558	-29.1%	108,237

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.168	75.025	74.368
R3	74.813	74.670	74.271
R2	74.458	74.458	74.238
R1	74.315	74.315	74.206	74.387
PP	74.103	74.103	74.103	74.138
S1	73.960	73.960	74.140	74.032
S2	73.748	73.748	74.108
S3	73.393	73.605	74.075
S4	73.038	73.250	73.978

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%	0.534	0.7%	62%	False	False	21,998
10	74.570	73.565	1.005	1.4%	0.575	0.8%	60%	False	False	21,836
20	75.645	73.515	2.130	2.9%	0.754	1.0%	31%	False	False	27,025
40	77.175	73.515	3.660	4.9%	0.742	1.0%	18%	False	False	28,615
60	77.175	73.515	3.660	4.9%	0.718	1.0%	18%	False	False	28,614
80	77.175	73.515	3.660	4.9%	0.690	0.9%	18%	False	False	21,867
100	77.175	73.325	3.850	5.2%	0.657	0.9%	22%	False	False	17,511
120	77.515	73.325	4.190	5.6%	0.598	0.8%	20%	False	False	14,595

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.132
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.754
2.618	75.174
1.618	74.819
1.000	74.600
0.618	74.464
HIGH	74.245
0.618	74.109
0.500	74.068
0.382	74.026
LOW	73.890
0.618	73.671
1.000	73.535
1.618	73.316
2.618	72.961
4.250	72.381

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	74.138	74.085
PP	74.103	73.996
S1	74.068	73.908

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

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