ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	75.370	75.940	0.570	0.8%	73.785
High	76.115	75.965	-0.150	-0.2%	74.865
Low	74.670	75.320	0.650	0.9%	73.565
Close	76.057	75.566	-0.491	-0.6%	74.839
Range	1.445	0.645	-0.800	-55.4%	1.300
ATR	0.721	0.722	0.001	0.2%	0.000
Volume	49,516	32,087	-17,429	-35.2%	107,696

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.552	77.204	75.921
R3	76.907	76.559	75.743
R2	76.262	76.262	75.684
R1	75.914	75.914	75.625	75.766
PP	75.617	75.617	75.617	75.543
S1	75.269	75.269	75.507	75.121
S2	74.972	74.972	75.448
S3	74.327	74.624	75.389
S4	73.682	73.979	75.211

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	76.115	73.890	2.225	2.9%	0.725	1.0%	75%	False	False	29,991
10	76.115	73.565	2.550	3.4%	0.640	0.8%	78%	False	False	26,180
20	76.115	73.515	2.600	3.4%	0.683	0.9%	79%	False	False	25,167
40	76.455	73.515	2.940	3.9%	0.741	1.0%	70%	False	False	28,430
60	77.175	73.515	3.660	4.8%	0.730	1.0%	56%	False	False	28,952
80	77.175	73.515	3.660	4.8%	0.687	0.9%	56%	False	False	23,492
100	77.175	73.325	3.850	5.1%	0.677	0.9%	58%	False	False	18,826
120	77.250	73.325	3.925	5.2%	0.615	0.8%	57%	False	False	15,691

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	0.204
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.706
2.618	77.654
1.618	77.009
1.000	76.610
0.618	76.364
HIGH	75.965
0.618	75.719
0.500	75.643
0.382	75.566
LOW	75.320
0.618	74.921
1.000	74.675
1.618	74.276
2.618	73.631
4.250	72.579

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	75.643	75.454
PP	75.617	75.342
S1	75.592	75.230

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

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