ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	80.720	81.090	0.370	0.5%	82.700
High	81.220	81.225	0.005	0.0%	82.815
Low	80.600	80.625	0.025	0.0%	81.565
Close	80.992	80.930	-0.062	-0.1%	81.655
Range	0.620	0.600	-0.020	-3.2%	1.250
ATR	0.717	0.709	-0.008	-1.2%	0.000
Volume	17,992	14,145	-3,847	-21.4%	87,119

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.727	82.428	81.260
R3	82.127	81.828	81.095
R2	81.527	81.527	81.040
R1	81.228	81.228	80.985	81.078
PP	80.927	80.927	80.927	80.851
S1	80.628	80.628	80.875	80.478
S2	80.327	80.327	80.820
S3	79.727	80.028	80.765
S4	79.127	79.428	80.600

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	82.080	80.555	1.525	1.9%	0.616	0.8%	25%	False	False	15,968
10	83.220	80.555	2.665	3.3%	0.619	0.8%	14%	False	False	17,192
20	84.725	80.555	4.170	5.2%	0.696	0.9%	9%	False	False	18,168
40	88.570	80.555	8.015	9.9%	0.773	1.0%	5%	False	False	18,587
60	89.220	80.555	8.665	10.7%	0.814	1.0%	4%	False	False	12,692
80	89.220	80.555	8.665	10.7%	0.755	0.9%	4%	False	False	9,554

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.153
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.775
2.618	82.796
1.618	82.196
1.000	81.825
0.618	81.596
HIGH	81.225
0.618	80.996
0.500	80.925
0.382	80.854
LOW	80.625
0.618	80.254
1.000	80.025
1.618	79.654
2.618	79.054
4.250	78.075

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	80.928	80.917
PP	80.927	80.903
S1	80.925	80.890

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

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