ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	81.570	81.010	-0.560	-0.7%	82.700
High	81.670	81.130	-0.540	-0.7%	82.815
Low	80.900	80.555	-0.345	-0.4%	81.565
Close	81.055	80.684	-0.371	-0.5%	81.655
Range	0.770	0.575	-0.195	-25.3%	1.250
ATR	0.736	0.725	-0.012	-1.6%	0.000
Volume	17,161	14,516	-2,645	-15.4%	87,119

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.515	82.174	81.000
R3	81.940	81.599	80.842
R2	81.365	81.365	80.789
R1	81.024	81.024	80.737	80.907
PP	80.790	80.790	80.790	80.731
S1	80.449	80.449	80.631	80.332
S2	80.215	80.215	80.579
S3	79.640	79.874	80.526
S4	79.065	79.299	80.368

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	82.425	80.555	1.870	2.3%	0.580	0.7%	7%	False	True	15,475
10	83.640	80.555	3.085	3.8%	0.676	0.8%	4%	False	True	17,604
20	84.725	80.555	4.170	5.2%	0.684	0.8%	3%	False	True	18,470
40	89.100	80.555	8.545	10.6%	0.783	1.0%	2%	False	True	18,012
60	89.220	80.555	8.665	10.7%	0.808	1.0%	1%	False	True	12,160
80	89.220	80.510	8.710	10.8%	0.748	0.9%	2%	False	False	9,153

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	0.147
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.574
2.618	82.635
1.618	82.060
1.000	81.705
0.618	81.485
HIGH	81.130
0.618	80.910
0.500	80.843
0.382	80.775
LOW	80.555
0.618	80.200
1.000	79.980
1.618	79.625
2.618	79.050
4.250	78.111

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	80.843	81.318
PP	80.790	81.106
S1	80.737	80.895

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

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