ICE US Dollar Index Future December 2010

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Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary Previous Current 15-Jul-2010 16-Jul-2010 Change Change % Previous Week Open 83.975 83.030 -0.945 -1.1% 84.700 High 83.975 83.110 -0.865 -1.0% 84.935 Low 82.820 83.030 0.210 0.3% 82.820 Close 83.053 82.968 -0.085 -0.1% 82.968 Range 1.155 0.080 -1.075 -93.1% 2.115 ATR 0.488 0.459 -0.029 -6.0% 0.000 Volume 2 26 24 1,200.0% 44
Daily Pivots for day following 16-Jul-2010 Classic Woodie Camarilla DeMark R4 83.276 83.202 83.012 R3 83.196 83.122 82.990 R2 83.116 83.116 82.983 R1 83.042 83.042 82.975 83.039 PP 83.036 83.036 83.036 83.035 S1 82.962 82.962 82.961 82.959 S2 82.956 82.956 82.953 S3 82.876 82.882 82.946 S4 82.796 82.802 82.924	Weekly Pivots for week ending 16-Jul-2010 Classic Woodie Camarilla DeMark R4 89.919 88.559 84.131 R3 87.804 86.444 83.550 R2 85.689 85.689 83.356 R1 84.329 84.329 83.162 83.952 PP 83.574 83.574 83.574 83.386 S1 82.214 82.214 82.774 81.837 S2 81.459 81.459 82.580 S3 79.344 80.099 82.386 S4 77.229 77.984 81.805
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 84.935 82.820 2.115 2.5% 0.488 0.6% 7% False False 8 10 85.230 82.820 2.410 2.9% 0.346 0.4% 6% False False 5 20 87.000 82.820 4.180 5.0% 0.328 0.4% 4% False False 7
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 83.450 2.618 83.319 1.618 83.239 1.000 83.190 0.618 83.159 HIGH 83.110 0.618 83.079 0.500 83.070 0.382 83.061 LOW 83.030 0.618 82.981 1.000 82.950 1.618 82.901 2.618 82.821 4.250 82.690
Fisher Pivots for day following 16-Jul-2010 Pivot 1 day 3 day R1 83.070 83.433 PP 83.036 83.278 S1 83.002 83.123

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