ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	75.175	74.550	-0.625	-0.8%	74.810
High	75.275	75.900	0.625	0.8%	75.000
Low	74.500	74.550	0.050	0.1%	73.980
Close	74.619	75.765	1.146	1.5%	74.456
Range	0.775	1.350	0.575	74.2%	1.020
ATR	0.540	0.598	0.058	10.7%	0.000
Volume	83	50	-33	-39.8%	420

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.455	78.960	76.508
R3	78.105	77.610	76.136
R2	76.755	76.755	76.013
R1	76.260	76.260	75.889	76.508
PP	75.405	75.405	75.405	75.529
S1	74.910	74.910	75.641	75.158
S2	74.055	74.055	75.518
S3	72.705	73.560	75.394
S4	71.355	72.210	75.023

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	75.900	74.270	1.630	2.2%	0.814	1.1%	92%	True	False	53
10	75.900	73.980	1.920	2.5%	0.632	0.8%	93%	True	False	72
20	77.420	73.980	3.440	4.5%	0.560	0.7%	52%	False	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.102
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	81.638
2.618	79.434
1.618	78.084
1.000	77.250
0.618	76.734
HIGH	75.900
0.618	75.384
0.500	75.225
0.382	75.066
LOW	74.550
0.618	73.716
1.000	73.200
1.618	72.366
2.618	71.016
4.250	68.813

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	75.585	75.577
PP	75.405	75.388
S1	75.225	75.200

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

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