ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	74.360	75.340	0.980	1.3%	74.460
High	75.270	75.760	0.490	0.7%	76.000
Low	74.340	74.875	0.535	0.7%	74.270
Close	75.159	75.210	0.051	0.1%	75.212
Range	0.930	0.885	-0.045	-4.8%	1.730
ATR	0.649	0.666	0.017	2.6%	0.000
Volume	278	142	-136	-48.9%	400

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.937	77.458	75.697
R3	77.052	76.573	75.453
R2	76.167	76.167	75.372
R1	75.688	75.688	75.291	75.485
PP	75.282	75.282	75.282	75.180
S1	74.803	74.803	75.129	74.600
S2	74.397	74.397	75.048
S3	73.512	73.918	74.967
S4	72.627	73.033	74.723

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	74.340	1.660	2.2%	0.813	1.1%	52%	False	False	180
10	76.000	74.270	1.730	2.3%	0.814	1.1%	54%	False	False	117
20	76.480	73.980	2.500	3.3%	0.630	0.8%	49%	False	False	95
40	77.420	73.980	3.440	4.6%	0.463	0.6%	36%	False	False	69

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	0.122
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.521
2.618	78.077
1.618	77.192
1.000	76.645
0.618	76.307
HIGH	75.760
0.618	75.422
0.500	75.318
0.382	75.213
LOW	74.875
0.618	74.328
1.000	73.990
1.618	73.443
2.618	72.558
4.250	71.114

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	75.318	75.157
PP	75.282	75.103
S1	75.246	75.050

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

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