ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	74.990	75.300	0.310	0.4%	74.460
High	75.545	75.345	-0.200	-0.3%	76.000
Low	74.805	74.665	-0.140	-0.2%	74.270
Close	75.328	75.124	-0.204	-0.3%	75.212
Range	0.740	0.680	-0.060	-8.1%	1.730
ATR	0.624	0.628	0.004	0.6%	0.000
Volume	77	255	178	231.2%	400

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.085	76.784	75.498
R3	76.405	76.104	75.311
R2	75.725	75.725	75.249
R1	75.424	75.424	75.186	75.235
PP	75.045	75.045	75.045	74.950
S1	74.744	74.744	75.062	74.555
S2	74.365	74.365	74.999
S3	73.685	74.064	74.937
S4	73.005	73.384	74.750

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.351	79.511	76.164
R3	78.621	77.781	75.688
R2	76.891	76.891	75.529
R1	76.051	76.051	75.371	76.471
PP	75.161	75.161	75.161	75.371
S1	74.321	74.321	75.053	74.741
S2	73.431	73.431	74.895
S3	71.701	72.591	74.736
S4	69.971	70.861	74.261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.000	74.500	1.500	2.0%	0.875	1.2%	42%	False	False	123
10	76.000	73.980	2.020	2.7%	0.767	1.0%	57%	False	False	108
20	76.790	73.980	2.810	3.7%	0.585	0.8%	41%	False	False	100
40	77.420	73.980	3.440	4.6%	0.429	0.6%	33%	False	False	58

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	0.117
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	78.235
2.618	77.125
1.618	76.445
1.000	76.025
0.618	75.765
HIGH	75.345
0.618	75.085
0.500	75.005
0.382	74.925
LOW	74.665
0.618	74.245
1.000	73.985
1.618	73.565
2.618	72.885
4.250	71.775

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	75.084	75.333
PP	75.045	75.263
S1	75.005	75.194

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

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