ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	74.235	74.590	0.355	0.5%	73.785
High	74.865	74.860	-0.005	0.0%	74.865
Low	74.200	74.345	0.145	0.2%	73.565
Close	74.557	74.839	0.282	0.4%	74.839
Range	0.665	0.515	-0.150	-22.6%	1.300
ATR	0.676	0.665	-0.012	-1.7%	0.000
Volume	25,423	24,485	-938	-3.7%	107,696

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.226	76.048	75.122
R3	75.711	75.533	74.981
R2	75.196	75.196	74.933
R1	75.018	75.018	74.886	75.107
PP	74.681	74.681	74.681	74.726
S1	74.503	74.503	74.792	74.592
S2	74.166	74.166	74.745
S3	73.651	73.988	74.697
S4	73.136	73.473	74.556

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.323	77.881	75.554
R3	77.023	76.581	75.197
R2	75.723	75.723	75.077
R1	75.281	75.281	74.958	75.502
PP	74.423	74.423	74.423	74.534
S1	73.981	73.981	74.720	74.202
S2	73.123	73.123	74.601
S3	71.823	72.681	74.482
S4	70.523	71.381	74.124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.865	73.565	1.300	1.7%	0.490	0.7%	98%	False	False	21,539
10	74.865	73.565	1.300	1.7%	0.531	0.7%	98%	False	False	21,593
20	75.390	73.515	1.875	2.5%	0.687	0.9%	71%	False	False	24,973
40	77.175	73.515	3.660	4.9%	0.741	1.0%	36%	False	False	28,523
60	77.175	73.515	3.660	4.9%	0.720	1.0%	36%	False	False	28,621
80	77.175	73.515	3.660	4.9%	0.684	0.9%	36%	False	False	22,480
100	77.175	73.325	3.850	5.1%	0.662	0.9%	39%	False	False	18,010
120	77.260	73.325	3.935	5.3%	0.606	0.8%	38%	False	False	15,011

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.144
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.049
2.618	76.208
1.618	75.693
1.000	75.375
0.618	75.178
HIGH	74.860
0.618	74.663
0.500	74.603
0.382	74.542
LOW	74.345
0.618	74.027
1.000	73.830
1.618	73.512
2.618	72.997
4.250	72.156

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	74.760	74.685
PP	74.681	74.531
S1	74.603	74.378

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

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