ICE US Dollar Index Future March 2012

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Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary Previous Current 15-Sep-2011 16-Sep-2011 Change Change % Previous Week Open 77.680 77.262 -0.418 -0.5% 78.557 High 77.680 77.262 -0.418 -0.5% 78.557 Low 77.375 77.262 -0.113 -0.1% 77.262 Close 77.262 77.262 0.000 0.0% 77.262 Range 0.305 0.000 -0.305 -100.0% 1.295 ATR Volume 500 2 -498 -99.6% 1,503
Daily Pivots for day following 16-Sep-2011 Classic Woodie Camarilla DeMark R4 77.262 77.262 77.262 R3 77.262 77.262 77.262 R2 77.262 77.262 77.262 R1 77.262 77.262 77.262 77.262 PP 77.262 77.262 77.262 77.262 S1 77.262 77.262 77.262 77.262 S2 77.262 77.262 77.262 S3 77.262 77.262 77.262 S4 77.262 77.262 77.262	Weekly Pivots for week ending 16-Sep-2011 Classic Woodie Camarilla DeMark R4 81.579 80.715 77.974 R3 80.284 79.420 77.618 R2 78.989 78.989 77.499 R1 78.125 78.125 77.381 77.910 PP 77.694 77.694 77.694 77.586 S1 76.830 76.830 77.143 76.615 S2 76.399 76.399 77.025 S3 75.104 75.535 76.906 S4 73.809 74.240 76.550
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 78.557 77.262 1.295 1.7% 0.061 0.1% 0% False True 300 10 78.557 75.893 2.664 3.4% 0.031 0.0% 51% False False 150
Crabel Price Patterns NR True NR4 False NR5 False 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 0.000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 77.262 2.618 77.262 1.618 77.262 1.000 77.262 0.618 77.262 HIGH 77.262 0.618 77.262 0.500 77.262 0.382 77.262 LOW 77.262 0.618 77.262 1.000 77.262 1.618 77.262 2.618 77.262 4.250 77.262
Fisher Pivots for day following 16-Sep-2011 Pivot 1 day 3 day R1 77.262 77.517 PP 77.262 77.432 S1 77.262 77.347

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