ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	83.180	82.545	-0.635	-0.8%	83.165
High	83.265	82.635	-0.630	-0.8%	83.635
Low	82.225	82.305	0.080	0.1%	82.665
Close	82.549	82.501	-0.048	-0.1%	82.968
Range	1.040	0.330	-0.710	-68.3%	0.970
ATR	0.723	0.695	-0.028	-3.9%	0.000
Volume	23,529	17,034	-6,495	-27.6%	133,945

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.470	83.316	82.683
R3	83.140	82.986	82.592
R2	82.810	82.810	82.562
R1	82.656	82.656	82.531	82.568
PP	82.480	82.480	82.480	82.437
S1	82.326	82.326	82.471	82.238
S2	82.150	82.150	82.441
S3	81.820	81.996	82.410
S4	81.490	81.666	82.320

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	83.405	82.225	1.180	1.4%	0.601	0.7%	23%	False	False	19,912
10	83.635	82.225	1.410	1.7%	0.632	0.8%	20%	False	False	23,170
20	83.635	80.170	3.465	4.2%	0.735	0.9%	67%	False	False	20,982
40	84.725	80.170	4.555	5.5%	0.715	0.9%	51%	False	False	19,575
60	88.570	80.170	8.400	10.2%	0.760	0.9%	28%	False	False	19,385
80	89.220	80.170	9.050	11.0%	0.794	1.0%	26%	False	False	14,765
100	89.220	80.170	9.050	11.0%	0.751	0.9%	26%	False	False	11,839

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	0.140
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	84.038
2.618	83.499
1.618	83.169
1.000	82.965
0.618	82.839
HIGH	82.635
0.618	82.509
0.500	82.470
0.382	82.431
LOW	82.305
0.618	82.101
1.000	81.975
1.618	81.771
2.618	81.441
4.250	80.903

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	82.491	82.813
PP	82.480	82.709
S1	82.470	82.605

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

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