ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	80.125	79.640	-0.485	-0.6%	78.995
High	80.430	79.870	-0.560	-0.7%	79.645
Low	79.380	79.280	-0.100	-0.1%	77.835
Close	80.104	79.405	-0.699	-0.9%	79.075
Range	1.050	0.590	-0.460	-43.8%	1.810
ATR	0.877	0.874	-0.004	-0.4%	0.000
Volume	36,823	31,500	-5,323	-14.5%	148,859

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.288	80.937	79.730
R3	80.698	80.347	79.567
R2	80.108	80.108	79.513
R1	79.757	79.757	79.459	79.638
PP	79.518	79.518	79.518	79.459
S1	79.167	79.167	79.351	79.048
S2	78.928	78.928	79.297
S3	78.338	78.577	79.243
S4	77.748	77.987	79.081

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.282	83.488	80.071
R3	82.472	81.678	79.573
R2	80.662	80.662	79.407
R1	79.868	79.868	79.241	80.265
PP	78.852	78.852	78.852	79.050
S1	78.058	78.058	78.909	78.455
S2	77.042	77.042	78.743
S3	75.232	76.248	78.577
S4	73.422	74.438	78.080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.430	78.025	2.405	3.0%	0.844	1.1%	57%	False	False	31,511
10	80.430	77.835	2.595	3.3%	0.886	1.1%	61%	False	False	33,642
20	80.430	75.945	4.485	5.6%	0.865	1.1%	77%	False	False	31,342
40	80.430	73.900	6.530	8.2%	0.733	0.9%	84%	False	False	15,893
60	80.430	73.900	6.530	8.2%	0.684	0.9%	84%	False	False	10,629
80	80.430	73.900	6.530	8.2%	0.581	0.7%	84%	False	False	7,976

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.196
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	82.378
2.618	81.415
1.618	80.825
1.000	80.460
0.618	80.235
HIGH	79.870
0.618	79.645
0.500	79.575
0.382	79.505
LOW	79.280
0.618	78.915
1.000	78.690
1.618	78.325
2.618	77.735
4.250	76.773

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	79.575	79.855
PP	79.518	79.705
S1	79.462	79.555

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

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