ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	74.095	74.440	0.345	0.5%	74.545
High	74.575	74.570	-0.005	0.0%	74.880
Low	74.060	74.250	0.190	0.3%	74.020
Close	74.331	74.493	0.162	0.2%	74.189
Range	0.515	0.320	-0.195	-37.9%	0.860
ATR	0.587	0.568	-0.019	-3.3%	0.000
Volume	150	236	86	57.3%	237

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.398	75.265	74.669
R3	75.078	74.945	74.581
R2	74.758	74.758	74.552
R1	74.625	74.625	74.522	74.692
PP	74.438	74.438	74.438	74.471
S1	74.305	74.305	74.464	74.372
S2	74.118	74.118	74.434
S3	73.798	73.985	74.405
S4	73.478	73.665	74.317

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%	0.497	0.7%	61%	False	False	119
10	74.920	73.900	1.020	1.4%	0.508	0.7%	58%	False	False	88
20	76.000	73.900	2.100	2.8%	0.622	0.8%	28%	False	False	115
40	77.420	73.900	3.520	4.7%	0.561	0.8%	17%	False	False	99

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.108
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.930
2.618	75.408
1.618	75.088
1.000	74.890
0.618	74.768
HIGH	74.570
0.618	74.448
0.500	74.410
0.382	74.372
LOW	74.250
0.618	74.052
1.000	73.930
1.618	73.732
2.618	73.412
4.250	72.890

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	74.465	74.408
PP	74.438	74.323
S1	74.410	74.238

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

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