ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 20-Aug-2012

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	82.445	82.560	0.115	0.1%	82.640
High	82.825	82.765	-0.060	-0.1%	82.960
Low	82.380	82.435	0.055	0.1%	82.250
Close	82.663	82.500	-0.163	-0.2%	82.663
Range	0.445	0.330	-0.115	-25.8%	0.710
ATR	0.560	0.544	-0.016	-2.9%	0.000
Volume	15,870	11,077	-4,793	-30.2%	76,376

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.557	83.358	82.682
R3	83.227	83.028	82.591
R2	82.897	82.897	82.561
R1	82.698	82.698	82.530	82.633
PP	82.567	82.567	82.567	82.534
S1	82.368	82.368	82.470	82.303
S2	82.237	82.237	82.440
S3	81.907	82.038	82.409
S4	81.577	81.708	82.319

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%	0.412	0.5%	35%	False	False	14,871
10	82.960	82.065	0.895	1.1%	0.422	0.5%	49%	False	False	15,430
20	84.245	82.065	2.180	2.6%	0.576	0.7%	20%	False	False	19,397
40	84.245	81.560	2.685	3.3%	0.570	0.7%	35%	False	False	20,781
60	84.245	81.390	2.855	3.5%	0.597	0.7%	39%	False	False	18,668
80	84.245	79.025	5.220	6.3%	0.531	0.6%	67%	False	False	14,018
100	84.245	79.025	5.220	6.3%	0.468	0.6%	67%	False	False	11,223

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.122
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	84.168
2.618	83.629
1.618	83.299
1.000	83.095
0.618	82.969
HIGH	82.765
0.618	82.639
0.500	82.600
0.382	82.561
LOW	82.435
0.618	82.231
1.000	82.105
1.618	81.901
2.618	81.571
4.250	81.033

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	82.600	82.668
PP	82.567	82.612
S1	82.533	82.556

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

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