ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 23-Aug-2012

Day Change Summary
	Previous	Current
	22-Aug-2012	23-Aug-2012	Change	Change %	Previous Week
Open	81.900	81.480	-0.420	-0.5%	82.640
High	82.135	81.535	-0.600	-0.7%	82.960
Low	81.470	81.220	-0.250	-0.3%	82.250
Close	81.497	81.359	-0.138	-0.2%	82.663
Range	0.665	0.315	-0.350	-52.6%	0.710
ATR	0.563	0.546	-0.018	-3.1%	0.000
Volume	26,964	22,209	-4,755	-17.6%	76,376

Daily Pivots for day following 23-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.316	82.153	81.532
R3	82.001	81.838	81.446
R2	81.686	81.686	81.417
R1	81.523	81.523	81.388	81.447
PP	81.371	81.371	81.371	81.334
S1	81.208	81.208	81.330	81.132
S2	81.056	81.056	81.301
S3	80.741	80.893	81.272
S4	80.426	80.578	81.186

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	82.825	81.220	1.605	2.0%	0.492	0.6%	9%	False	True	20,705
10	82.960	81.220	1.740	2.1%	0.467	0.6%	8%	False	True	18,069
20	83.610	81.220	2.390	2.9%	0.549	0.7%	6%	False	True	19,573
40	84.245	81.220	3.025	3.7%	0.581	0.7%	5%	False	True	21,105
60	84.245	81.220	3.025	3.7%	0.599	0.7%	5%	False	True	19,930
80	84.245	79.510	4.735	5.8%	0.547	0.7%	39%	False	False	14,974
100	84.245	79.025	5.220	6.4%	0.475	0.6%	45%	False	False	11,988

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.127
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	82.874
2.618	82.360
1.618	82.045
1.000	81.850
0.618	81.730
HIGH	81.535
0.618	81.415
0.500	81.378
0.382	81.340
LOW	81.220
0.618	81.025
1.000	80.905
1.618	80.710
2.618	80.395
4.250	79.881

Fisher Pivots for day following 23-Aug-2012
Pivot	1 day	3 day
R1	81.378	81.865
PP	81.371	81.696
S1	81.365	81.528

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

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