ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	83.590	82.610	-0.980	-1.2%	84.080
High	83.685	82.795	-0.890	-1.1%	84.725
Low	82.430	82.250	-0.180	-0.2%	82.250
Close	82.743	82.658	-0.085	-0.1%	82.658
Range	1.255	0.545	-0.710	-56.6%	2.475
ATR	0.825	0.805	-0.020	-2.4%	0.000
Volume	16,766	25,133	8,367	49.9%	96,506

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.203	83.975	82.958
R3	83.658	83.430	82.808
R2	83.113	83.113	82.758
R1	82.885	82.885	82.708	82.999
PP	82.568	82.568	82.568	82.625
S1	82.340	82.340	82.608	82.454
S2	82.023	82.023	82.558
S3	81.478	81.795	82.508
S4	80.933	81.250	82.358

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.636	89.122	84.019
R3	88.161	86.647	83.339
R2	85.686	85.686	83.112
R1	84.172	84.172	82.885	83.692
PP	83.211	83.211	83.211	82.971
S1	81.697	81.697	82.431	81.217
S2	80.736	80.736	82.204
S3	78.261	79.222	81.977
S4	75.786	76.747	81.297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.725	82.250	2.475	3.0%	0.809	1.0%	16%	False	True	19,301
10	85.075	82.250	2.825	3.4%	0.721	0.9%	14%	False	True	19,005
20	86.710	82.250	4.460	5.4%	0.758	0.9%	9%	False	True	18,413
40	89.220	82.250	6.970	8.4%	0.837	1.0%	6%	False	True	12,801
60	89.220	81.700	7.520	9.1%	0.816	1.0%	13%	False	False	8,578
80	89.220	80.510	8.710	10.5%	0.703	0.9%	25%	False	False	6,454

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	0.155
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.111
2.618	84.222
1.618	83.677
1.000	83.340
0.618	83.132
HIGH	82.795
0.618	82.587
0.500	82.523
0.382	82.458
LOW	82.250
0.618	81.913
1.000	81.705
1.618	81.368
2.618	80.823
4.250	79.934

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	82.613	83.063
PP	82.568	82.928
S1	82.523	82.793

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

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