ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	75.340	75.205	-0.135	-0.2%	74.990
High	75.760	75.325	-0.435	-0.6%	75.760
Low	74.875	74.970	0.095	0.1%	74.340
Close	75.210	75.143	-0.067	-0.1%	75.143
Range	0.885	0.355	-0.530	-59.9%	1.420
ATR	0.666	0.644	-0.022	-3.3%	0.000
Volume	142	195	53	37.3%	947

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.211	76.032	75.338
R3	75.856	75.677	75.241
R2	75.501	75.501	75.208
R1	75.322	75.322	75.176	75.234
PP	75.146	75.146	75.146	75.102
S1	74.967	74.967	75.110	74.879
S2	74.791	74.791	75.078
S3	74.436	74.612	75.045
S4	74.081	74.257	74.948

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.341	78.662	75.924
R3	77.921	77.242	75.534
R2	76.501	76.501	75.403
R1	75.822	75.822	75.273	76.162
PP	75.081	75.081	75.081	75.251
S1	74.402	74.402	75.013	74.742
S2	73.661	73.661	74.883
S3	72.241	72.982	74.753
S4	70.821	71.562	74.362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.760	74.340	1.420	1.9%	0.718	1.0%	57%	False	False	189
10	76.000	74.270	1.730	2.3%	0.784	1.0%	50%	False	False	134
20	76.480	73.980	2.500	3.3%	0.631	0.8%	47%	False	False	102
40	77.420	73.980	3.440	4.6%	0.466	0.6%	34%	False	False	73

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.113
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	76.834
2.618	76.254
1.618	75.899
1.000	75.680
0.618	75.544
HIGH	75.325
0.618	75.189
0.500	75.148
0.382	75.106
LOW	74.970
0.618	74.751
1.000	74.615
1.618	74.396
2.618	74.041
4.250	73.461

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	75.148	75.112
PP	75.146	75.081
S1	75.145	75.050

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

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