ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	77.365	77.145	-0.220	-0.3%	75.370
High	77.700	77.555	-0.145	-0.2%	77.375
Low	76.895	76.720	-0.175	-0.2%	74.670
Close	76.997	76.875	-0.122	-0.2%	77.300
Range	0.805	0.835	0.030	3.7%	2.705
ATR	0.769	0.773	0.005	0.6%	0.000
Volume	40,737	40,599	-138	-0.3%	170,257

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.555	79.050	77.334
R3	78.720	78.215	77.105
R2	77.885	77.885	77.028
R1	77.380	77.380	76.952	77.215
PP	77.050	77.050	77.050	76.968
S1	76.545	76.545	76.798	76.380
S2	76.215	76.215	76.722
S3	75.380	75.710	76.645
S4	74.545	74.875	76.416

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	75.570	2.315	3.0%	0.894	1.2%	56%	False	False	42,287
10	77.885	73.890	3.995	5.2%	0.810	1.1%	75%	False	False	36,139
20	77.885	73.515	4.370	5.7%	0.714	0.9%	77%	False	False	29,131
40	77.885	73.515	4.370	5.7%	0.766	1.0%	77%	False	False	29,894
60	77.885	73.515	4.370	5.7%	0.740	1.0%	77%	False	False	29,912
80	77.885	73.515	4.370	5.7%	0.707	0.9%	77%	False	False	26,119
100	77.885	73.325	4.560	5.9%	0.696	0.9%	78%	False	False	20,937
120	77.885	73.325	4.560	5.9%	0.638	0.8%	78%	False	False	17,452

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.245
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.104
2.618	79.741
1.618	78.906
1.000	78.390
0.618	78.071
HIGH	77.555
0.618	77.236
0.500	77.138
0.382	77.039
LOW	76.720
0.618	76.204
1.000	75.885
1.618	75.369
2.618	74.534
4.250	73.171

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	77.138	77.303
PP	77.050	77.160
S1	76.963	77.018

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

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