ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	81.700	81.365	-0.335	-0.4%	82.560
High	81.840	81.605	-0.235	-0.3%	82.765
Low	81.275	81.350	0.075	0.1%	81.220
Close	81.381	81.564	0.183	0.2%	81.603
Range	0.565	0.255	-0.310	-54.9%	1.545
ATR	0.516	0.498	-0.019	-3.6%	0.000
Volume	12,832	11,040	-1,792	-14.0%	103,148

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.271	82.173	81.704
R3	82.016	81.918	81.634
R2	81.761	81.761	81.611
R1	81.663	81.663	81.587	81.712
PP	81.506	81.506	81.506	81.531
S1	81.408	81.408	81.541	81.457
S2	81.251	81.251	81.517
S3	80.996	81.153	81.494
S4	80.741	80.898	81.424

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	81.840	81.220	0.620	0.8%	0.349	0.4%	55%	False	False	14,218
10	82.960	81.220	1.740	2.1%	0.448	0.5%	20%	False	False	17,205
20	83.610	81.220	2.390	2.9%	0.516	0.6%	14%	False	False	17,862
40	84.245	81.220	3.025	3.7%	0.547	0.7%	11%	False	False	19,734
60	84.245	81.220	3.025	3.7%	0.581	0.7%	11%	False	False	20,665
80	84.245	80.320	3.925	4.8%	0.552	0.7%	32%	False	False	15,584
100	84.245	79.025	5.220	6.4%	0.486	0.6%	49%	False	False	12,476
120	84.245	79.025	5.220	6.4%	0.427	0.5%	49%	False	False	10,399

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.106
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.689
2.618	82.273
1.618	82.018
1.000	81.860
0.618	81.763
HIGH	81.605
0.618	81.508
0.500	81.478
0.382	81.447
LOW	81.350
0.618	81.192
1.000	81.095
1.618	80.937
2.618	80.682
4.250	80.266

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	81.535	81.562
PP	81.506	81.560
S1	81.478	81.558

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

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