ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	76.350	77.580	1.230	1.6%	75.370
High	77.375	77.885	0.510	0.7%	77.375
Low	76.135	77.130	0.995	1.3%	74.670
Close	77.300	77.666	0.366	0.5%	77.300
Range	1.240	0.755	-0.485	-39.1%	2.705
ATR	0.767	0.766	-0.001	-0.1%	0.000
Volume	56,085	41,448	-14,637	-26.1%	170,257

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.825	79.501	78.081
R3	79.070	78.746	77.874
R2	78.315	78.315	77.804
R1	77.991	77.991	77.735	78.153
PP	77.560	77.560	77.560	77.642
S1	77.236	77.236	77.597	77.398
S2	76.805	76.805	77.528
S3	76.050	76.481	77.458
S4	75.295	75.726	77.251

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.563	83.637	78.788
R3	81.858	80.932	78.044
R2	79.153	79.153	77.796
R1	78.227	78.227	77.548	78.690
PP	76.448	76.448	76.448	76.680
S1	75.522	75.522	77.052	75.985
S2	73.743	73.743	76.804
S3	71.038	72.817	76.556
S4	68.333	70.112	75.812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.885	74.670	3.215	4.1%	0.984	1.3%	93%	True	False	42,341
10	77.885	73.565	4.320	5.6%	0.737	0.9%	95%	True	False	31,940
20	77.885	73.515	4.370	5.6%	0.699	0.9%	95%	True	False	27,094
40	77.885	73.515	4.370	5.6%	0.757	1.0%	95%	True	False	29,191
60	77.885	73.515	4.370	5.6%	0.738	0.9%	95%	True	False	29,529
80	77.885	73.515	4.370	5.6%	0.705	0.9%	95%	True	False	25,112
100	77.885	73.325	4.560	5.9%	0.686	0.9%	95%	True	False	20,124
120	77.885	73.325	4.560	5.9%	0.633	0.8%	95%	True	False	16,775

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.190
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.094
2.618	79.862
1.618	79.107
1.000	78.640
0.618	78.352
HIGH	77.885
0.618	77.597
0.500	77.508
0.382	77.418
LOW	77.130
0.618	76.663
1.000	76.375
1.618	75.908
2.618	75.153
4.250	73.921

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	77.613	77.353
PP	77.560	77.040
S1	77.508	76.728

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

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