ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	82.220	81.760	-0.460	-0.6%	82.700
High	82.285	82.080	-0.205	-0.2%	82.815
Low	81.600	81.565	-0.035	0.0%	81.565
Close	81.754	81.655	-0.099	-0.1%	81.655
Range	0.685	0.515	-0.170	-24.8%	1.250
ATR	0.750	0.734	-0.017	-2.2%	0.000
Volume	14,000	16,028	2,028	14.5%	87,119

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.312	82.998	81.938
R3	82.797	82.483	81.797
R2	82.282	82.282	81.749
R1	81.968	81.968	81.702	81.868
PP	81.767	81.767	81.767	81.716
S1	81.453	81.453	81.608	81.353
S2	81.252	81.252	81.561
S3	80.737	80.938	81.513
S4	80.222	80.423	81.372

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.762	84.958	82.343
R3	84.512	83.708	81.999
R2	83.262	83.262	81.884
R1	82.458	82.458	81.770	82.235
PP	82.012	82.012	82.012	81.900
S1	81.208	81.208	81.540	80.985
S2	80.762	80.762	81.426
S3	79.512	79.958	81.311
S4	78.262	78.708	80.968

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.815	81.565	1.250	1.5%	0.559	0.7%	7%	False	True	17,423
10	83.640	81.565	2.075	2.5%	0.682	0.8%	4%	False	True	18,521
20	85.075	81.565	3.510	4.3%	0.701	0.9%	3%	False	True	18,763
40	89.220	81.565	7.655	9.4%	0.800	1.0%	1%	False	True	17,388
60	89.220	81.565	7.655	9.4%	0.822	1.0%	1%	False	True	11,636
80	89.220	80.510	8.710	10.7%	0.745	0.9%	13%	False	False	8,758

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	0.191
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.269
2.618	83.428
1.618	82.913
1.000	82.595
0.618	82.398
HIGH	82.080
0.618	81.883
0.500	81.823
0.382	81.762
LOW	81.565
0.618	81.247
1.000	81.050
1.618	80.732
2.618	80.217
4.250	79.376

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	81.823	81.995
PP	81.767	81.882
S1	81.711	81.768

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

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