ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	84.425	83.710	-0.715	-0.8%	84.950
High	84.725	83.875	-0.850	-1.0%	85.075
Low	83.545	83.365	-0.180	-0.2%	83.835
Close	83.821	83.598	-0.223	-0.3%	84.152
Range	1.180	0.510	-0.670	-56.8%	1.240
ATR	0.813	0.792	-0.022	-2.7%	0.000
Volume	12,706	25,676	12,970	102.1%	57,568

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.143	84.880	83.879
R3	84.633	84.370	83.738
R2	84.123	84.123	83.692
R1	83.860	83.860	83.645	83.737
PP	83.613	83.613	83.613	83.551
S1	83.350	83.350	83.551	83.227
S2	83.103	83.103	83.505
S3	82.593	82.840	83.458
S4	82.083	82.330	83.318

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.074	87.353	84.834
R3	86.834	86.113	84.493
R2	85.594	85.594	84.379
R1	84.873	84.873	84.266	84.614
PP	84.354	84.354	84.354	84.224
S1	83.633	83.633	84.038	83.374
S2	83.114	83.114	83.925
S3	81.874	82.393	83.811
S4	80.634	81.153	83.470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.725	83.365	1.360	1.6%	0.618	0.7%	17%	False	True	18,288
10	86.570	83.365	3.205	3.8%	0.797	1.0%	7%	False	True	18,598
20	86.810	83.365	3.445	4.1%	0.743	0.9%	7%	False	True	17,882
40	89.220	83.365	5.855	7.0%	0.851	1.0%	4%	False	True	11,760
60	89.220	81.430	7.790	9.3%	0.801	1.0%	28%	False	False	7,880
80	89.220	80.510	8.710	10.4%	0.685	0.8%	35%	False	False	5,930

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.146
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.043
2.618	85.210
1.618	84.700
1.000	84.385
0.618	84.190
HIGH	83.875
0.618	83.680
0.500	83.620
0.382	83.560
LOW	83.365
0.618	83.050
1.000	82.855
1.618	82.540
2.618	82.030
4.250	81.198

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	83.620	84.045
PP	83.613	83.896
S1	83.605	83.747

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

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