ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	83.470	82.690	-0.780	-0.9%	82.790
High	83.545	83.220	-0.325	-0.4%	83.640
Low	82.640	82.390	-0.250	-0.3%	82.355
Close	82.782	82.629	-0.153	-0.2%	82.629
Range	0.905	0.830	-0.075	-8.3%	1.285
ATR	0.809	0.811	0.001	0.2%	0.000
Volume	18,836	20,993	2,157	11.5%	98,098

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.236	84.763	83.086
R3	84.406	83.933	82.857
R2	83.576	83.576	82.781
R1	83.103	83.103	82.705	82.925
PP	82.746	82.746	82.746	82.657
S1	82.273	82.273	82.553	82.095
S2	81.916	81.916	82.477
S3	81.086	81.443	82.401
S4	80.256	80.613	82.173

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.730	85.964	83.336
R3	85.445	84.679	82.982
R2	84.160	84.160	82.865
R1	83.394	83.394	82.747	83.135
PP	82.875	82.875	82.875	82.745
S1	82.109	82.109	82.511	81.850
S2	81.590	81.590	82.393
S3	80.305	80.824	82.276
S4	79.020	79.539	81.922

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.640	82.355	1.285	1.6%	0.805	1.0%	21%	False	False	19,619
10	84.725	82.250	2.475	3.0%	0.807	1.0%	15%	False	False	19,460
20	86.600	82.250	4.350	5.3%	0.799	1.0%	9%	False	False	18,918
40	89.220	82.250	6.970	8.4%	0.829	1.0%	5%	False	False	15,245
60	89.220	82.065	7.155	8.7%	0.834	1.0%	8%	False	False	10,193
80	89.220	80.510	8.710	10.5%	0.726	0.9%	24%	False	False	7,674

Crabel Price Patterns
NR	True
NR4	True
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	0.190
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	86.748
2.618	85.393
1.618	84.563
1.000	84.050
0.618	83.733
HIGH	83.220
0.618	82.903
0.500	82.805
0.382	82.707
LOW	82.390
0.618	81.877
1.000	81.560
1.618	81.047
2.618	80.217
4.250	78.863

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	82.805	83.015
PP	82.746	82.886
S1	82.688	82.758

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

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