ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	81.390	81.615	0.225	0.3%	82.560
High	81.750	81.730	-0.020	0.0%	82.765
Low	81.365	81.505	0.140	0.2%	81.220
Close	81.603	81.691	0.088	0.1%	81.603
Range	0.385	0.225	-0.160	-41.6%	1.545
ATR	0.535	0.512	-0.022	-4.1%	0.000
Volume	15,490	9,523	-5,967	-38.5%	103,148

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.317	82.229	81.815
R3	82.092	82.004	81.753
R2	81.867	81.867	81.732
R1	81.779	81.779	81.712	81.823
PP	81.642	81.642	81.642	81.664
S1	81.554	81.554	81.670	81.598
S2	81.417	81.417	81.650
S3	81.192	81.329	81.629
S4	80.967	81.104	81.567

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.498	85.595	82.453
R3	84.953	84.050	82.028
R2	83.408	83.408	81.886
R1	82.505	82.505	81.745	82.184
PP	81.863	81.863	81.863	81.702
S1	80.960	80.960	81.461	80.639
S2	80.318	80.318	81.320
S3	78.773	79.415	81.178
S4	77.228	77.870	80.753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.510	81.220	1.290	1.6%	0.459	0.6%	37%	False	False	20,318
10	82.960	81.220	1.740	2.1%	0.436	0.5%	27%	False	False	17,595
20	83.610	81.220	2.390	2.9%	0.531	0.6%	20%	False	False	18,407
40	84.245	81.220	3.025	3.7%	0.546	0.7%	16%	False	False	19,939
60	84.245	81.220	3.025	3.7%	0.588	0.7%	16%	False	False	20,334
80	84.245	79.995	4.250	5.2%	0.548	0.7%	40%	False	False	15,287
100	84.245	79.025	5.220	6.4%	0.479	0.6%	51%	False	False	12,238

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.108
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	82.686
2.618	82.319
1.618	82.094
1.000	81.955
0.618	81.869
HIGH	81.730
0.618	81.644
0.500	81.618
0.382	81.591
LOW	81.505
0.618	81.366
1.000	81.280
1.618	81.141
2.618	80.916
4.250	80.549

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	81.667	81.622
PP	81.642	81.554
S1	81.618	81.485

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

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