ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	80.890	80.485	-0.405	-0.5%	81.570
High	81.230	80.840	-0.390	-0.5%	81.670
Low	80.170	80.345	0.175	0.2%	80.170
Close	80.496	80.789	0.293	0.4%	80.496
Range	1.060	0.495	-0.565	-53.3%	1.500
ATR	0.734	0.717	-0.017	-2.3%	0.000
Volume	19,978	11,857	-8,121	-40.6%	83,792

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.143	81.961	81.061
R3	81.648	81.466	80.925
R2	81.153	81.153	80.880
R1	80.971	80.971	80.834	81.062
PP	80.658	80.658	80.658	80.704
S1	80.476	80.476	80.744	80.567
S2	80.163	80.163	80.698
S3	79.668	79.981	80.653
S4	79.173	79.486	80.517

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.279	84.387	81.321
R3	83.779	82.887	80.909
R2	82.279	82.279	80.771
R1	81.387	81.387	80.634	81.083
PP	80.779	80.779	80.779	80.627
S1	79.887	79.887	80.359	79.583
S2	79.279	79.279	80.221
S3	77.779	78.387	80.084
S4	76.279	76.887	79.671

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.230	80.170	1.060	1.3%	0.670	0.8%	58%	False	False	15,697
10	82.530	80.170	2.360	2.9%	0.624	0.8%	26%	False	False	15,719
20	84.725	80.170	4.555	5.6%	0.722	0.9%	14%	False	False	18,057
40	87.695	80.170	7.525	9.3%	0.746	0.9%	8%	False	False	18,452
60	89.220	80.170	9.050	11.2%	0.817	1.0%	7%	False	False	13,222
80	89.220	80.170	9.050	11.2%	0.766	0.9%	7%	False	False	9,947
100	89.220	80.170	9.050	11.2%	0.680	0.8%	7%	False	False	7,972

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.160
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	82.944
2.618	82.136
1.618	81.641
1.000	81.335
0.618	81.146
HIGH	80.840
0.618	80.651
0.500	80.593
0.382	80.534
LOW	80.345
0.618	80.039
1.000	79.850
1.618	79.544
2.618	79.049
4.250	78.241

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	80.724	80.759
PP	80.658	80.730
S1	80.593	80.700

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

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