ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	82.580	83.165	0.585	0.7%	83.030
High	83.430	83.375	-0.055	-0.1%	83.430
Low	82.515	82.955	0.440	0.5%	81.995
Close	83.160	83.228	0.068	0.1%	83.160
Range	0.915	0.420	-0.495	-54.1%	1.435
ATR	0.783	0.757	-0.026	-3.3%	0.000
Volume	21,272	18,461	-2,811	-13.2%	80,641

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.446	84.257	83.459
R3	84.026	83.837	83.344
R2	83.606	83.606	83.305
R1	83.417	83.417	83.267	83.512
PP	83.186	83.186	83.186	83.233
S1	82.997	82.997	83.190	83.092
S2	82.766	82.766	83.151
S3	82.346	82.577	83.113
S4	81.926	82.157	82.997

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.167	86.598	83.949
R3	85.732	85.163	83.555
R2	84.297	84.297	83.423
R1	83.728	83.728	83.292	84.013
PP	82.862	82.862	82.862	83.004
S1	82.293	82.293	83.028	82.578
S2	81.427	81.427	82.897
S3	79.992	80.858	82.765
S4	78.557	79.423	82.371

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.430	81.995	1.435	1.7%	0.636	0.8%	86%	False	False	17,595
10	83.430	80.775	2.655	3.2%	0.816	1.0%	92%	False	False	19,584
20	83.430	80.170	3.260	3.9%	0.720	0.9%	94%	False	False	17,651
40	86.600	80.170	6.430	7.7%	0.754	0.9%	48%	False	False	18,457
60	89.220	80.170	9.050	10.9%	0.788	0.9%	34%	False	False	16,469
80	89.220	80.170	9.050	10.9%	0.810	1.0%	34%	False	False	12,374
100	89.220	80.170	9.050	10.9%	0.731	0.9%	34%	False	False	9,922

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	0.170
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	85.160
2.618	84.475
1.618	84.055
1.000	83.795
0.618	83.635
HIGH	83.375
0.618	83.215
0.500	83.165
0.382	83.115
LOW	82.955
0.618	82.695
1.000	82.535
1.618	82.275
2.618	81.855
4.250	81.170

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	83.207	83.073
PP	83.186	82.918
S1	83.165	82.763

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

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