ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 08-Aug-2012

Day Change Summary
	Previous	Current
	07-Aug-2012	08-Aug-2012	Change	Change %	Previous Week
Open	82.330	82.375	0.045	0.1%	82.755
High	82.425	82.570	0.145	0.2%	83.610
Low	82.065	82.295	0.230	0.3%	82.225
Close	82.250	82.439	0.189	0.2%	82.446
Range	0.360	0.275	-0.085	-23.6%	1.385
ATR	0.652	0.628	-0.024	-3.6%	0.000
Volume	16,553	15,854	-699	-4.2%	111,093

Daily Pivots for day following 08-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.260	83.124	82.590
R3	82.985	82.849	82.515
R2	82.710	82.710	82.489
R1	82.574	82.574	82.464	82.642
PP	82.435	82.435	82.435	82.469
S1	82.299	82.299	82.414	82.367
S2	82.160	82.160	82.389
S3	81.885	82.024	82.363
S4	81.610	81.749	82.288

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	82.065	1.545	1.9%	0.726	0.9%	24%	False	False	21,977
10	83.850	82.065	1.785	2.2%	0.691	0.8%	21%	False	False	22,866
20	84.245	82.065	2.180	2.6%	0.609	0.7%	17%	False	False	21,107
40	84.245	81.390	2.855	3.5%	0.620	0.8%	37%	False	False	23,713
60	84.245	81.390	2.855	3.5%	0.601	0.7%	37%	False	False	16,655
80	84.245	79.025	5.220	6.3%	0.512	0.6%	65%	False	False	12,502
100	84.245	79.025	5.220	6.3%	0.445	0.5%	65%	False	False	10,005

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.144
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	83.739
2.618	83.290
1.618	83.015
1.000	82.845
0.618	82.740
HIGH	82.570
0.618	82.465
0.500	82.433
0.382	82.400
LOW	82.295
0.618	82.125
1.000	82.020
1.618	81.850
2.618	81.575
4.250	81.126

Fisher Pivots for day following 08-Aug-2012
Pivot	1 day	3 day
R1	82.437	82.408
PP	82.435	82.376
S1	82.433	82.345

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

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