ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 04-Sep-2012

Day Change Summary
	Previous	Current
	31-Aug-2012	04-Sep-2012	Change	Change %	Previous Week
Open	81.700	81.235	-0.465	-0.6%	81.615
High	81.740	81.395	-0.345	-0.4%	81.840
Low	80.960	81.055	0.095	0.1%	80.960
Close	81.216	81.316	0.100	0.1%	81.216
Range	0.780	0.340	-0.440	-56.4%	0.880
ATR	0.509	0.497	-0.012	-2.4%	0.000
Volume	24,483	12,608	-11,875	-48.5%	67,376

Daily Pivots for day following 04-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.275	82.136	81.503
R3	81.935	81.796	81.410
R2	81.595	81.595	81.378
R1	81.456	81.456	81.347	81.526
PP	81.255	81.255	81.255	81.290
S1	81.116	81.116	81.285	81.186
S2	80.915	80.915	81.254
S3	80.575	80.776	81.223
S4	80.235	80.436	81.129

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.979	83.477	81.700
R3	83.099	82.597	81.458
R2	82.219	82.219	81.377
R1	81.717	81.717	81.297	81.528
PP	81.339	81.339	81.339	81.244
S1	80.837	80.837	81.135	80.648
S2	80.459	80.459	81.055
S3	79.579	79.957	80.974
S4	78.699	79.077	80.732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.840	80.960	0.880	1.1%	0.462	0.6%	40%	False	False	14,092
10	82.510	80.960	1.550	1.9%	0.461	0.6%	23%	False	False	17,205
20	82.960	80.960	2.000	2.5%	0.441	0.5%	18%	False	False	16,318
40	84.245	80.960	3.285	4.0%	0.535	0.7%	11%	False	False	18,852
60	84.245	80.960	3.285	4.0%	0.572	0.7%	11%	False	False	21,227
80	84.245	80.760	3.485	4.3%	0.562	0.7%	16%	False	False	16,166
100	84.245	79.025	5.220	6.4%	0.496	0.6%	44%	False	False	12,942
120	84.245	79.025	5.220	6.4%	0.439	0.5%	44%	False	False	10,787

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.097
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.840
2.618	82.285
1.618	81.945
1.000	81.735
0.618	81.605
HIGH	81.395
0.618	81.265
0.500	81.225
0.382	81.185
LOW	81.055
0.618	80.845
1.000	80.715
1.618	80.505
2.618	80.165
4.250	79.610

Fisher Pivots for day following 04-Sep-2012
Pivot	1 day	3 day
R1	81.286	81.370
PP	81.255	81.352
S1	81.225	81.334

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

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