ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 10-Aug-2012

Day Change Summary
	Previous	Current
	09-Aug-2012	10-Aug-2012	Change	Change %	Previous Week
Open	82.355	82.700	0.345	0.4%	82.405
High	82.865	82.945	0.080	0.1%	82.945
Low	82.270	82.500	0.230	0.3%	82.065
Close	82.710	82.631	-0.079	-0.1%	82.631
Range	0.595	0.445	-0.150	-25.2%	0.880
ATR	0.625	0.613	-0.013	-2.1%	0.000
Volume	17,787	16,660	-1,127	-6.3%	81,986

Daily Pivots for day following 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.027	83.774	82.876
R3	83.582	83.329	82.753
R2	83.137	83.137	82.713
R1	82.884	82.884	82.672	82.788
PP	82.692	82.692	82.692	82.644
S1	82.439	82.439	82.590	82.343
S2	82.247	82.247	82.549
S3	81.802	81.994	82.509
S4	81.357	81.549	82.386

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.187	84.789	83.115
R3	84.307	83.909	82.873
R2	83.427	83.427	82.792
R1	83.029	83.029	82.712	83.228
PP	82.547	82.547	82.547	82.647
S1	82.149	82.149	82.550	82.348
S2	81.667	81.667	82.470
S3	80.787	81.269	82.389
S4	79.907	80.389	82.147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.945	82.065	0.880	1.1%	0.435	0.5%	64%	True	False	16,397
10	83.610	82.065	1.545	1.9%	0.609	0.7%	37%	False	False	19,307
20	84.245	82.065	2.180	2.6%	0.613	0.7%	26%	False	False	20,726
40	84.245	81.390	2.855	3.5%	0.613	0.7%	43%	False	False	23,235
60	84.245	81.390	2.855	3.5%	0.608	0.7%	43%	False	False	17,227
80	84.245	79.025	5.220	6.3%	0.521	0.6%	69%	False	False	12,932
100	84.245	79.025	5.220	6.3%	0.452	0.5%	69%	False	False	10,349

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.150
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.836
2.618	84.110
1.618	83.665
1.000	83.390
0.618	83.220
HIGH	82.945
0.618	82.775
0.500	82.723
0.382	82.670
LOW	82.500
0.618	82.225
1.000	82.055
1.618	81.780
2.618	81.335
4.250	80.609

Fisher Pivots for day following 10-Aug-2012
Pivot	1 day	3 day
R1	82.723	82.623
PP	82.692	82.615
S1	82.662	82.608

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

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