ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	81.760	81.570	-0.190	-0.2%	82.700
High	82.080	81.670	-0.410	-0.5%	82.815
Low	81.565	80.900	-0.665	-0.8%	81.565
Close	81.655	81.055	-0.600	-0.7%	81.655
Range	0.515	0.770	0.255	49.5%	1.250
ATR	0.734	0.736	0.003	0.4%	0.000
Volume	16,028	17,161	1,133	7.1%	87,119

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.518	83.057	81.479
R3	82.748	82.287	81.267
R2	81.978	81.978	81.196
R1	81.517	81.517	81.126	81.363
PP	81.208	81.208	81.208	81.131
S1	80.747	80.747	80.984	80.593
S2	80.438	80.438	80.914
S3	79.668	79.977	80.843
S4	78.898	79.207	80.632

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	82.530	80.900	1.630	2.0%	0.577	0.7%	10%	False	True	15,740
10	83.640	80.900	2.740	3.4%	0.710	0.9%	6%	False	True	18,026
20	85.075	80.900	4.175	5.2%	0.707	0.9%	4%	False	True	17,822
40	89.220	80.900	8.320	10.3%	0.781	1.0%	2%	False	True	17,733
60	89.220	80.900	8.320	10.3%	0.823	1.0%	2%	False	True	11,920
80	89.220	80.510	8.710	10.7%	0.748	0.9%	6%	False	False	8,971

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.180
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	84.943
2.618	83.686
1.618	82.916
1.000	82.440
0.618	82.146
HIGH	81.670
0.618	81.376
0.500	81.285
0.382	81.194
LOW	80.900
0.618	80.424
1.000	80.130
1.618	79.654
2.618	78.884
4.250	77.628

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	81.285	81.593
PP	81.208	81.413
S1	81.132	81.234

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

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