ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	81.090	82.590	1.500	1.8%	81.570
High	82.630	82.935	0.305	0.4%	81.670
Low	81.080	82.235	1.155	1.4%	80.170
Close	82.428	82.767	0.339	0.4%	80.496
Range	1.550	0.700	-0.850	-54.8%	1.500
ATR	0.798	0.791	-0.007	-0.9%	0.000
Volume	31,465	17,701	-13,764	-43.7%	83,792

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.746	84.456	83.152
R3	84.046	83.756	82.960
R2	83.346	83.346	82.895
R1	83.056	83.056	82.831	83.201
PP	82.646	82.646	82.646	82.718
S1	82.356	82.356	82.703	82.501
S2	81.946	81.946	82.639
S3	81.246	81.656	82.575
S4	80.546	80.956	82.382

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	82.935	80.170	2.765	3.3%	0.936	1.1%	94%	True	False	22,707
10	82.935	80.170	2.765	3.3%	0.776	0.9%	94%	True	False	19,337
20	83.640	80.170	3.470	4.2%	0.731	0.9%	75%	False	False	19,385
40	86.810	80.170	6.640	8.0%	0.756	0.9%	39%	False	False	18,654
60	89.220	80.170	9.050	10.9%	0.813	1.0%	29%	False	False	14,579
80	89.220	80.170	9.050	10.9%	0.796	1.0%	29%	False	False	10,966
100	89.220	80.170	9.050	10.9%	0.706	0.9%	29%	False	False	8,789

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	0.158
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.910
2.618	84.768
1.618	84.068
1.000	83.635
0.618	83.368
HIGH	82.935
0.618	82.668
0.500	82.585
0.382	82.502
LOW	82.235
0.618	81.802
1.000	81.535
1.618	81.102
2.618	80.402
4.250	79.260

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	82.706	82.463
PP	82.646	82.159
S1	82.585	81.855

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

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