ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 26-Jul-2012

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	84.135	83.755	-0.380	-0.5%	83.400
High	84.175	83.850	-0.325	-0.4%	83.770
Low	83.625	82.660	-0.965	-1.2%	82.800
Close	83.641	82.859	-0.782	-0.9%	83.573
Range	0.550	1.190	0.640	116.4%	0.970
ATR	0.581	0.624	0.044	7.5%	0.000
Volume	18,754	35,680	16,926	90.3%	91,078

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.693	85.966	83.514
R3	85.503	84.776	83.186
R2	84.313	84.313	83.077
R1	83.586	83.586	82.968	83.355
PP	83.123	83.123	83.123	83.007
S1	82.396	82.396	82.750	82.165
S2	81.933	81.933	82.641
S3	80.743	81.206	82.532
S4	79.553	80.016	82.205

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.291	85.902	84.107
R3	85.321	84.932	83.840
R2	84.351	84.351	83.751
R1	83.962	83.962	83.662	84.157
PP	83.381	83.381	83.381	83.478
S1	82.992	82.992	83.484	83.187
S2	82.411	82.411	83.395
S3	81.441	82.022	83.306
S4	80.471	81.052	83.040

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.245	82.660	1.585	1.9%	0.667	0.8%	13%	False	True	23,644
10	84.245	82.660	1.585	1.9%	0.606	0.7%	13%	False	True	21,032
20	84.245	81.560	2.685	3.2%	0.613	0.7%	48%	False	False	22,638
40	84.245	81.390	2.855	3.4%	0.624	0.8%	51%	False	False	20,109
60	84.245	79.510	4.735	5.7%	0.547	0.7%	71%	False	False	13,441
80	84.245	79.025	5.220	6.3%	0.456	0.6%	73%	False	False	10,091

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.109
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	88.908
2.618	86.965
1.618	85.775
1.000	85.040
0.618	84.585
HIGH	83.850
0.618	83.395
0.500	83.255
0.382	83.115
LOW	82.660
0.618	81.925
1.000	81.470
1.618	80.735
2.618	79.545
4.250	77.603

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	83.255	83.453
PP	83.123	83.255
S1	82.991	83.057

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

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