ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	74.115	74.750	0.635	0.9%	76.270
High	74.775	75.000	0.225	0.3%	76.480
Low	73.980	74.450	0.470	0.6%	74.660
Close	74.673	74.811	0.138	0.2%	74.857
Range	0.795	0.550	-0.245	-30.8%	1.820
ATR	0.488	0.492	0.004	0.9%	0.000
Volume	173	164	-9	-5.2%	290

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.404	76.157	75.114
R3	75.854	75.607	74.962
R2	75.304	75.304	74.912
R1	75.057	75.057	74.861	75.181
PP	74.754	74.754	74.754	74.815
S1	74.507	74.507	74.761	74.631
S2	74.204	74.204	74.710
S3	73.654	73.957	74.660
S4	73.104	73.407	74.509

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	75.000	73.980	1.020	1.4%	0.449	0.6%	81%	True	False	92
10	76.480	73.980	2.500	3.3%	0.446	0.6%	33%	False	False	73
20	77.420	73.980	3.440	4.6%	0.404	0.5%	24%	False	False	75

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	0.092
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	77.338
2.618	76.440
1.618	75.890
1.000	75.550
0.618	75.340
HIGH	75.000
0.618	74.790
0.500	74.725
0.382	74.660
LOW	74.450
0.618	74.110
1.000	73.900
1.618	73.560
2.618	73.010
4.250	72.113

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	74.782	74.704
PP	74.754	74.597
S1	74.725	74.490

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

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