ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	82.610	82.790	0.180	0.2%	84.080
High	82.795	82.995	0.200	0.2%	84.725
Low	82.250	82.500	0.250	0.3%	82.250
Close	82.658	82.705	0.047	0.1%	82.658
Range	0.545	0.495	-0.050	-9.2%	2.475
ATR	0.805	0.783	-0.022	-2.7%	0.000
Volume	25,133	22,109	-3,024	-12.0%	96,506

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.218	83.957	82.977
R3	83.723	83.462	82.841
R2	83.228	83.228	82.796
R1	82.967	82.967	82.750	82.850
PP	82.733	82.733	82.733	82.675
S1	82.472	82.472	82.660	82.355
S2	82.238	82.238	82.614
S3	81.743	81.977	82.569
S4	81.248	81.482	82.433

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%	0.797	1.0%	18%	False	False	20,478
10	85.075	82.250	2.825	3.4%	0.705	0.9%	16%	False	False	17,618
20	86.710	82.250	4.460	5.4%	0.766	0.9%	10%	False	False	18,471
40	89.220	82.250	6.970	8.4%	0.833	1.0%	7%	False	False	13,351
60	89.220	81.700	7.520	9.1%	0.814	1.0%	13%	False	False	8,944
80	89.220	80.510	8.710	10.5%	0.705	0.9%	25%	False	False	6,729

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.160
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	85.099
2.618	84.291
1.618	83.796
1.000	83.490
0.618	83.301
HIGH	82.995
0.618	82.806
0.500	82.748
0.382	82.689
LOW	82.500
0.618	82.194
1.000	82.005
1.618	81.699
2.618	81.204
4.250	80.396

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	82.748	82.968
PP	82.733	82.880
S1	82.719	82.793

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

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