ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	82.820	82.880	0.060	0.1%	84.080
High	83.270	83.640	0.370	0.4%	84.725
Low	82.355	82.760	0.405	0.5%	82.250
Close	82.929	83.593	0.664	0.8%	82.658
Range	0.915	0.880	-0.035	-3.8%	2.475
ATR	0.792	0.798	0.006	0.8%	0.000
Volume	18,743	17,417	-1,326	-7.1%	96,506

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.971	85.662	84.077
R3	85.091	84.782	83.835
R2	84.211	84.211	83.754
R1	83.902	83.902	83.674	84.057
PP	83.331	83.331	83.331	83.408
S1	83.022	83.022	83.512	83.177
S2	82.451	82.451	83.432
S3	81.571	82.142	83.351
S4	80.691	81.262	83.109

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	83.685	82.250	1.435	1.7%	0.818	1.0%	94%	False	False	20,033
10	84.725	82.250	2.475	3.0%	0.718	0.9%	54%	False	False	19,161
20	86.710	82.250	4.460	5.3%	0.782	0.9%	30%	False	False	18,909
40	89.220	82.250	6.970	8.3%	0.832	1.0%	19%	False	False	14,252
60	89.220	82.065	7.155	8.6%	0.817	1.0%	21%	False	False	9,539
80	89.220	80.510	8.710	10.4%	0.717	0.9%	35%	False	False	7,179

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	0.173
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.380
2.618	85.944
1.618	85.064
1.000	84.520
0.618	84.184
HIGH	83.640
0.618	83.304
0.500	83.200
0.382	83.096
LOW	82.760
0.618	82.216
1.000	81.880
1.618	81.336
2.618	80.456
4.250	79.020

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	83.462	83.395
PP	83.331	83.196
S1	83.200	82.998

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

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