ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	82.545	82.485	-0.060	-0.1%	82.850
High	82.635	82.635	0.000	0.0%	83.405
Low	82.305	82.015	-0.290	-0.4%	82.015
Close	82.501	82.124	-0.377	-0.5%	82.124
Range	0.330	0.620	0.290	87.9%	1.390
ATR	0.695	0.689	-0.005	-0.8%	0.000
Volume	17,034	20,904	3,870	22.7%	97,392

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.118	83.741	82.465
R3	83.498	83.121	82.295
R2	82.878	82.878	82.238
R1	82.501	82.501	82.181	82.380
PP	82.258	82.258	82.258	82.197
S1	81.881	81.881	82.067	81.760
S2	81.638	81.638	82.010
S3	81.018	81.261	81.954
S4	80.398	80.641	81.783

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.685	85.794	82.889
R3	85.295	84.404	82.506
R2	83.905	83.905	82.379
R1	83.014	83.014	82.251	82.765
PP	82.515	82.515	82.515	82.390
S1	81.624	81.624	81.997	81.375
S2	81.125	81.125	81.869
S3	79.735	80.234	81.742
S4	78.345	78.844	81.360

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.405	82.015	1.390	1.7%	0.616	0.8%	8%	False	True	19,478
10	83.635	82.015	1.620	2.0%	0.602	0.7%	7%	False	True	23,133
20	83.635	80.345	3.290	4.0%	0.713	0.9%	54%	False	False	21,028
40	84.725	80.170	4.555	5.5%	0.719	0.9%	43%	False	False	19,652
60	88.140	80.170	7.970	9.7%	0.740	0.9%	25%	False	False	19,535
80	89.220	80.170	9.050	11.0%	0.797	1.0%	22%	False	False	15,026
100	89.220	80.170	9.050	11.0%	0.753	0.9%	22%	False	False	12,046
120	89.220	80.170	9.050	11.0%	0.685	0.8%	22%	False	False	10,050

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.148
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.270
2.618	84.258
1.618	83.638
1.000	83.255
0.618	83.018
HIGH	82.635
0.618	82.398
0.500	82.325
0.382	82.252
LOW	82.015
0.618	81.632
1.000	81.395
1.618	81.012
2.618	80.392
4.250	79.380

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	82.325	82.640
PP	82.258	82.468
S1	82.191	82.296

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

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