ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 17-Aug-2012

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	82.695	82.445	-0.250	-0.3%	82.640
High	82.960	82.825	-0.135	-0.2%	82.960
Low	82.375	82.380	0.005	0.0%	82.250
Close	82.417	82.663	0.246	0.3%	82.663
Range	0.585	0.445	-0.140	-23.9%	0.710
ATR	0.569	0.560	-0.009	-1.6%	0.000
Volume	19,638	15,870	-3,768	-19.2%	76,376

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.958	83.755	82.908
R3	83.513	83.310	82.785
R2	83.068	83.068	82.745
R1	82.865	82.865	82.704	82.967
PP	82.623	82.623	82.623	82.673
S1	82.420	82.420	82.622	82.522
S2	82.178	82.178	82.581
S3	81.733	81.975	82.541
S4	81.288	81.530	82.418

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.754	84.419	83.054
R3	84.044	83.709	82.858
R2	83.334	83.334	82.793
R1	82.999	82.999	82.728	83.167
PP	82.624	82.624	82.624	82.708
S1	82.289	82.289	82.598	82.457
S2	81.914	81.914	82.533
S3	81.204	81.579	82.468
S4	80.494	80.869	82.273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.960	82.250	0.710	0.9%	0.442	0.5%	58%	False	False	15,275
10	82.960	82.065	0.895	1.1%	0.439	0.5%	67%	False	False	15,836
20	84.245	82.065	2.180	2.6%	0.581	0.7%	27%	False	False	19,991
40	84.245	81.560	2.685	3.2%	0.570	0.7%	41%	False	False	21,057
60	84.245	81.390	2.855	3.5%	0.597	0.7%	45%	False	False	18,490
80	84.245	79.025	5.220	6.3%	0.531	0.6%	70%	False	False	13,880
100	84.245	79.025	5.220	6.3%	0.467	0.6%	70%	False	False	11,112

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.131
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.716
2.618	83.990
1.618	83.545
1.000	83.270
0.618	83.100
HIGH	82.825
0.618	82.655
0.500	82.603
0.382	82.550
LOW	82.380
0.618	82.105
1.000	81.935
1.618	81.660
2.618	81.215
4.250	80.489

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	82.643	82.668
PP	82.623	82.666
S1	82.603	82.665

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

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