ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	74.600	74.120	-0.480	-0.6%	74.545
High	74.880	74.200	-0.680	-0.9%	74.880
Low	74.075	73.900	-0.175	-0.2%	74.020
Close	74.189	74.107	-0.082	-0.1%	74.189
Range	0.805	0.300	-0.505	-62.7%	0.860
ATR	0.615	0.593	-0.023	-3.7%	0.000
Volume	81	98	17	21.0%	237

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	74.969	74.838	74.272
R3	74.669	74.538	74.190
R2	74.369	74.369	74.162
R1	74.238	74.238	74.135	74.154
PP	74.069	74.069	74.069	74.027
S1	73.938	73.938	74.080	73.854
S2	73.769	73.769	74.052
S3	73.469	73.638	74.025
S4	73.169	73.338	73.942

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.943	76.426	74.662
R3	76.083	75.566	74.426
R2	75.223	75.223	74.347
R1	74.706	74.706	74.268	74.535
PP	74.363	74.363	74.363	74.277
S1	73.846	73.846	74.110	73.675
S2	73.503	73.503	74.031
S3	72.643	72.986	73.953
S4	71.783	72.126	73.716

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.880	73.900	0.980	1.3%	0.489	0.7%	21%	False	True	51
10	74.920	73.900	1.020	1.4%	0.504	0.7%	20%	False	True	68
20	76.000	73.900	2.100	2.8%	0.640	0.9%	10%	False	True	102
40	77.420	73.900	3.520	4.7%	0.547	0.7%	6%	False	True	90

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	0.098
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	75.475
2.618	74.985
1.618	74.685
1.000	74.500
0.618	74.385
HIGH	74.200
0.618	74.085
0.500	74.050
0.382	74.015
LOW	73.900
0.618	73.715
1.000	73.600
1.618	73.415
2.618	73.115
4.250	72.625

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	74.088	74.390
PP	74.069	74.296
S1	74.050	74.201

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

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