ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	74.460	74.825	0.365	0.5%	74.810
High	75.140	75.245	0.105	0.1%	75.000
Low	74.270	74.825	0.555	0.7%	73.980
Close	74.876	75.091	0.215	0.3%	74.456
Range	0.870	0.420	-0.450	-51.7%	1.020
ATR	0.530	0.522	-0.008	-1.5%	0.000
Volume	79	36	-43	-54.4%	420

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.314	76.122	75.322
R3	75.894	75.702	75.207
R2	75.474	75.474	75.168
R1	75.282	75.282	75.130	75.378
PP	75.054	75.054	75.054	75.102
S1	74.862	74.862	75.053	74.958
S2	74.634	74.634	75.014
S3	74.214	74.442	74.976
S4	73.794	74.022	74.860

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.539	77.017	75.017
R3	76.519	75.997	74.737
R2	75.499	75.499	74.643
R1	74.977	74.977	74.550	74.728
PP	74.479	74.479	74.479	74.354
S1	73.957	73.957	74.363	73.708
S2	73.459	73.459	74.269
S3	72.439	72.937	74.176
S4	71.419	71.917	73.895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.245	73.980	1.265	1.7%	0.658	0.9%	88%	True	False	94
10	76.005	73.980	2.025	2.7%	0.539	0.7%	55%	False	False	65
20	77.420	73.980	3.440	4.6%	0.476	0.6%	32%	False	False	80

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	0.113
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	77.030
2.618	76.345
1.618	75.925
1.000	75.665
0.618	75.505
HIGH	75.245
0.618	75.085
0.500	75.035
0.382	74.985
LOW	74.825
0.618	74.565
1.000	74.405
1.618	74.145
2.618	73.725
4.250	73.040

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	75.072	74.980
PP	75.054	74.869
S1	75.035	74.758

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

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