ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 07-Sep-2012

Day Change Summary
	Previous	Current
	06-Sep-2012	07-Sep-2012	Change	Change %	Previous Week
Open	81.255	81.120	-0.135	-0.2%	81.235
High	81.455	81.140	-0.315	-0.4%	81.675
Low	81.005	80.140	-0.865	-1.1%	80.140
Close	81.033	80.234	-0.799	-1.0%	80.234
Range	0.450	1.000	0.550	122.2%	1.535
ATR	0.498	0.534	0.036	7.2%	0.000
Volume	24,211	28,229	4,018	16.6%	84,932

Daily Pivots for day following 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.505	82.869	80.784
R3	82.505	81.869	80.509
R2	81.505	81.505	80.417
R1	80.869	80.869	80.326	80.687
PP	80.505	80.505	80.505	80.414
S1	79.869	79.869	80.142	79.687
S2	79.505	79.505	80.051
S3	78.505	78.869	79.959
S4	77.505	77.869	79.684

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.288	84.296	81.078
R3	83.753	82.761	80.656
R2	82.218	82.218	80.515
R1	81.226	81.226	80.375	80.955
PP	80.683	80.683	80.683	80.547
S1	79.691	79.691	80.093	79.420
S2	79.148	79.148	79.953
S3	77.613	78.156	79.812
S4	76.078	76.621	79.390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.740	80.140	1.600	2.0%	0.626	0.8%	6%	False	True	21,883
10	81.840	80.140	1.700	2.1%	0.493	0.6%	6%	False	True	16,779
20	82.960	80.140	2.820	3.5%	0.480	0.6%	3%	False	True	17,424
40	84.245	80.140	4.105	5.1%	0.549	0.7%	2%	False	True	19,239
60	84.245	80.140	4.105	5.1%	0.572	0.7%	2%	False	True	21,496
80	84.245	80.140	4.105	5.1%	0.575	0.7%	2%	False	True	17,069
100	84.245	79.025	5.220	6.5%	0.511	0.6%	23%	False	False	13,664
120	84.245	79.025	5.220	6.5%	0.453	0.6%	23%	False	False	11,389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.106
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	85.390
2.618	83.758
1.618	82.758
1.000	82.140
0.618	81.758
HIGH	81.140
0.618	80.758
0.500	80.640
0.382	80.522
LOW	80.140
0.618	79.522
1.000	79.140
1.618	78.522
2.618	77.522
4.250	75.890

Fisher Pivots for day following 07-Sep-2012
Pivot	1 day	3 day
R1	80.640	80.908
PP	80.505	80.683
S1	80.369	80.459

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

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