ICE US Dollar Index Future December 2011

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

Day Change Summary
	Previous	Current
	10-Oct-2011	11-Oct-2011	Change	Change %	Previous Week
Open	79.075	77.980	-1.095	-1.4%	79.440
High	79.180	78.280	-0.900	-1.1%	80.430
Low	77.670	77.775	0.105	0.1%	78.450
Close	77.811	77.908	0.097	0.1%	79.149
Range	1.510	0.505	-1.005	-66.6%	1.980
ATR	0.925	0.895	-0.030	-3.2%	0.000
Volume	25,659	21,268	-4,391	-17.1%	171,449

Daily Pivots for day following 11-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.503	79.210	78.186
R3	78.998	78.705	78.047
R2	78.493	78.493	78.001
R1	78.200	78.200	77.954	78.094
PP	77.988	77.988	77.988	77.935
S1	77.695	77.695	77.862	77.589
S2	77.483	77.483	77.815
S3	76.978	77.190	77.769
S4	76.473	76.685	77.630

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	85.283	84.196	80.238
R3	83.303	82.216	79.694
R2	81.323	81.323	79.512
R1	80.236	80.236	79.331	79.790
PP	79.343	79.343	79.343	79.120
S1	78.256	78.256	78.968	77.810
S2	77.363	77.363	78.786
S3	75.383	76.276	78.605
S4	73.403	74.296	78.060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.980	77.670	2.310	3.0%	0.890	1.1%	10%	False	False	29,680
10	80.430	77.670	2.760	3.5%	0.891	1.1%	9%	False	False	30,741
20	80.430	76.585	3.845	4.9%	0.879	1.1%	34%	False	False	33,610
40	80.430	73.900	6.530	8.4%	0.756	1.0%	61%	False	False	18,798
60	80.430	73.900	6.530	8.4%	0.721	0.9%	61%	False	False	12,566
80	80.430	73.900	6.530	8.4%	0.619	0.8%	61%	False	False	9,436

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	0.214
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	80.426
2.618	79.602
1.618	79.097
1.000	78.785
0.618	78.592
HIGH	78.280
0.618	78.087
0.500	78.028
0.382	77.968
LOW	77.775
0.618	77.463
1.000	77.270
1.618	76.958
2.618	76.453
4.250	75.629

Fisher Pivots for day following 11-Oct-2011
Pivot	1 day	3 day
R1	78.028	78.460
PP	77.988	78.276
S1	77.948	78.092

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

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