ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	75.400	74.805	-0.595	-0.8%	76.270
High	75.520	74.900	-0.620	-0.8%	76.480
Low	74.770	74.660	-0.110	-0.1%	74.660
Close	74.681	74.857	0.176	0.2%	74.857
Range	0.750	0.240	-0.510	-68.0%	1.820
ATR	0.499	0.481	-0.019	-3.7%	0.000
Volume	30	61	31	103.3%	290

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.526	75.431	74.989
R3	75.286	75.191	74.923
R2	75.046	75.046	74.901
R1	74.951	74.951	74.879	74.999
PP	74.806	74.806	74.806	74.829
S1	74.711	74.711	74.835	74.759
S2	74.566	74.566	74.813
S3	74.326	74.471	74.791
S4	74.086	74.231	74.725

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.792	79.645	75.858
R3	78.972	77.825	75.358
R2	77.152	77.152	75.191
R1	76.005	76.005	75.024	75.669
PP	75.332	75.332	75.332	75.164
S1	74.185	74.185	74.690	73.849
S2	73.512	73.512	74.523
S3	71.692	72.365	74.357
S4	69.872	70.545	73.856

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.480	74.660	1.820	2.4%	0.425	0.6%	11%	False	True	58
10	77.420	74.660	2.760	3.7%	0.482	0.6%	7%	False	True	105
20	77.420	74.660	2.760	3.7%	0.381	0.5%	7%	False	True	57

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.095
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	75.920
2.618	75.528
1.618	75.288
1.000	75.140
0.618	75.048
HIGH	74.900
0.618	74.808
0.500	74.780
0.382	74.752
LOW	74.660
0.618	74.512
1.000	74.420
1.618	74.272
2.618	74.032
4.250	73.640

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	74.831	75.333
PP	74.806	75.174
S1	74.780	75.016

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

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