ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 02-Aug-2012

Day Change Summary
	Previous	Current
	01-Aug-2012	02-Aug-2012	Change	Change %	Previous Week
Open	82.780	83.170	0.390	0.5%	83.750
High	83.270	83.610	0.340	0.4%	84.245
Low	82.540	82.225	-0.315	-0.4%	82.400
Close	83.178	83.451	0.273	0.3%	82.765
Range	0.730	1.385	0.655	89.7%	1.845
ATR	0.599	0.655	0.056	9.4%	0.000
Volume	20,038	37,917	17,879	89.2%	130,374

Daily Pivots for day following 02-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	87.250	86.736	84.213
R3	85.865	85.351	83.832
R2	84.480	84.480	83.705
R1	83.966	83.966	83.578	84.223
PP	83.095	83.095	83.095	83.224
S1	82.581	82.581	83.324	82.838
S2	81.710	81.710	83.197
S3	80.325	81.196	83.070
S4	78.940	79.811	82.689

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	88.672	87.563	83.780
R3	86.827	85.718	83.272
R2	84.982	84.982	83.103
R1	83.873	83.873	82.934	83.505
PP	83.137	83.137	83.137	82.953
S1	82.028	82.028	82.596	81.660
S2	81.292	81.292	82.427
S3	79.447	80.183	82.258
S4	77.602	78.338	81.750

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.610	82.225	1.385	1.7%	0.694	0.8%	89%	True	True	24,202
10	84.245	82.225	2.020	2.4%	0.681	0.8%	61%	False	True	23,923
20	84.245	82.225	2.020	2.4%	0.602	0.7%	61%	False	True	22,122
40	84.245	81.390	2.855	3.4%	0.630	0.8%	72%	False	False	22,981
60	84.245	80.395	3.850	4.6%	0.581	0.7%	79%	False	False	15,456
80	84.245	79.025	5.220	6.3%	0.496	0.6%	85%	False	False	11,604
100	84.245	79.025	5.220	6.3%	0.423	0.5%	85%	False	False	9,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.119
Widest range in 102 trading days

Fibonacci Retracements and Extensions
4.250	89.496
2.618	87.236
1.618	85.851
1.000	84.995
0.618	84.466
HIGH	83.610
0.618	83.081
0.500	82.918
0.382	82.754
LOW	82.225
0.618	81.369
1.000	80.840
1.618	79.984
2.618	78.599
4.250	76.339

Fisher Pivots for day following 02-Aug-2012
Pivot	1 day	3 day
R1	83.273	83.273
PP	83.095	83.095
S1	82.918	82.918

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

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