ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	83.170	83.430	0.260	0.3%	82.755
High	83.610	83.470	-0.140	-0.2%	83.610
Low	82.225	82.360	0.135	0.2%	82.225
Close	83.451	82.446	-1.005	-1.2%	82.446
Range	1.385	1.110	-0.275	-19.9%	1.385
ATR	0.655	0.687	0.033	5.0%	0.000
Volume	37,917	24,432	-13,485	-35.6%	111,093

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.089	85.377	83.057
R3	84.979	84.267	82.751
R2	83.869	83.869	82.650
R1	83.157	83.157	82.548	82.958
PP	82.759	82.759	82.759	82.659
S1	82.047	82.047	82.344	81.848
S2	81.649	81.649	82.243
S3	80.539	80.937	82.141
S4	79.429	79.827	81.836

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.915	86.066	83.208
R3	85.530	84.681	82.827
R2	84.145	84.145	82.700
R1	83.296	83.296	82.573	83.028
PP	82.760	82.760	82.760	82.627
S1	81.911	81.911	82.319	81.643
S2	81.375	81.375	82.192
S3	79.990	80.526	82.065
S4	78.605	79.141	81.684

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%	0.783	0.9%	16%	False	False	22,218
10	84.245	82.225	2.020	2.5%	0.723	0.9%	11%	False	False	24,146
20	84.245	82.225	2.020	2.5%	0.622	0.8%	11%	False	False	21,814
40	84.245	81.390	2.855	3.5%	0.645	0.8%	37%	False	False	23,513
60	84.245	80.540	3.705	4.5%	0.597	0.7%	51%	False	False	15,863
80	84.245	79.025	5.220	6.3%	0.508	0.6%	66%	False	False	11,909
100	84.245	79.025	5.220	6.3%	0.434	0.5%	66%	False	False	9,529

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

Fibonacci Retracements and Extensions
4.250	88.188
2.618	86.376
1.618	85.266
1.000	84.580
0.618	84.156
HIGH	83.470
0.618	83.046
0.500	82.915
0.382	82.784
LOW	82.360
0.618	81.674
1.000	81.250
1.618	80.564
2.618	79.454
4.250	77.643

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	82.915	82.918
PP	82.759	82.760
S1	82.602	82.603

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

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