ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	82.850	83.240	0.390	0.5%	83.165
High	83.405	83.400	-0.005	0.0%	83.635
Low	82.790	82.925	0.135	0.2%	82.665
Close	83.226	83.254	0.028	0.0%	82.968
Range	0.615	0.475	-0.140	-22.8%	0.970
ATR	0.716	0.698	-0.017	-2.4%	0.000
Volume	14,616	21,309	6,693	45.8%	133,945

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.618	84.411	83.515
R3	84.143	83.936	83.385
R2	83.668	83.668	83.341
R1	83.461	83.461	83.298	83.565
PP	83.193	83.193	83.193	83.245
S1	82.986	82.986	83.210	83.090
S2	82.718	82.718	83.167
S3	82.243	82.511	83.123
S4	81.768	82.036	82.993

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.999	85.454	83.502
R3	85.029	84.484	83.235
R2	84.059	84.059	83.146
R1	83.514	83.514	83.057	83.302
PP	83.089	83.089	83.089	82.983
S1	82.544	82.544	82.879	82.332
S2	82.119	82.119	82.790
S3	81.149	81.574	82.701
S4	80.179	80.604	82.435

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.570	82.665	0.905	1.1%	0.574	0.7%	65%	False	False	22,765
10	83.635	81.995	1.640	2.0%	0.630	0.8%	77%	False	False	22,557
20	83.635	80.170	3.465	4.2%	0.727	0.9%	89%	False	False	20,561
40	84.725	80.170	4.555	5.5%	0.706	0.8%	68%	False	False	19,515
60	89.100	80.170	8.930	10.7%	0.764	0.9%	35%	False	False	18,862
80	89.220	80.170	9.050	10.9%	0.788	0.9%	34%	False	False	14,260
100	89.220	80.170	9.050	10.9%	0.743	0.9%	34%	False	False	11,434

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.167
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	85.419
2.618	84.644
1.618	84.169
1.000	83.875
0.618	83.694
HIGH	83.400
0.618	83.219
0.500	83.163
0.382	83.106
LOW	82.925
0.618	82.631
1.000	82.450
1.618	82.156
2.618	81.681
4.250	80.906

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	83.224	83.185
PP	83.193	83.116
S1	83.163	83.048

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

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