ICE US Dollar Index Future March 2012

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Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary Previous Current 20-Sep-2011 21-Sep-2011 Change Change % Previous Week Open 77.875 77.840 -0.035 0.0% 78.557 High 77.900 77.980 0.080 0.1% 78.557 Low 77.820 77.840 0.020 0.0% 77.262 Close 77.948 78.279 0.331 0.4% 77.262 Range 0.080 0.140 0.060 75.0% 1.295 ATR 0.431 0.410 -0.021 -4.8% 0.000 Volume 1 4 3 300.0% 1,503
Daily Pivots for day following 21-Sep-2011 Classic Woodie Camarilla DeMark R4 78.453 78.506 78.356 R3 78.313 78.366 78.318 R2 78.173 78.173 78.305 R1 78.226 78.226 78.292 78.200 PP 78.033 78.033 78.033 78.020 S1 78.086 78.086 78.266 78.060 S2 77.893 77.893 78.253 S3 77.753 77.946 78.241 S4 77.613 77.806 78.202	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 77.980 77.262 0.718 0.9% 0.105 0.1% 142% True False 101 10 78.557 77.140 1.417 1.8% 0.053 0.1% 80% False False 151
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 0.003 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 78.575 2.618 78.347 1.618 78.207 1.000 78.120 0.618 78.067 HIGH 77.980 0.618 77.927 0.500 77.910 0.382 77.893 LOW 77.840 0.618 77.753 1.000 77.700 1.618 77.613 2.618 77.473 4.250 77.245
Fisher Pivots for day following 21-Sep-2011 Pivot 1 day 3 day R1 78.156 78.153 PP 78.033 78.026 S1 77.910 77.900

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