ICE US Dollar Index Future December 2010

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Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary Previous Current 30-Jul-2010 02-Aug-2010 Change Change % Previous Week Open 82.150 81.525 -0.625 -0.8% 82.900 High 82.200 81.525 -0.675 -0.8% 82.900 Low 82.150 81.350 -0.800 -1.0% 82.025 Close 81.970 81.360 -0.610 -0.7% 81.970 Range 0.050 0.175 0.125 250.0% 0.875 ATR 0.437 0.450 0.013 3.0% 0.000 Volume 19 3 -16 -84.2% 79
Daily Pivots for day following 02-Aug-2010 Classic Woodie Camarilla DeMark R4 81.937 81.823 81.456 R3 81.762 81.648 81.408 R2 81.587 81.587 81.392 R1 81.473 81.473 81.376 81.443 PP 81.412 81.412 81.412 81.396 S1 81.298 81.298 81.344 81.268 S2 81.237 81.237 81.328 S3 81.062 81.123 81.312 S4 80.887 80.948 81.264	Weekly Pivots for week ending 30-Jul-2010 Classic Woodie Camarilla DeMark R4 84.923 84.322 82.451 R3 84.048 83.447 82.211 R2 83.173 83.173 82.130 R1 82.572 82.572 82.050 82.435 PP 82.298 82.298 82.298 82.230 S1 81.697 81.697 81.890 81.560 S2 81.423 81.423 81.810 S3 80.548 80.822 81.729 S4 79.673 79.947 81.489
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 82.810 81.350 1.460 1.8% 0.235 0.3% 1% False True 13 10 83.870 81.350 2.520 3.1% 0.321 0.4% 0% False True 10 20 85.230 81.350 3.880 4.8% 0.333 0.4% 0% False True 8
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 0.033 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 82.269 2.618 81.983 1.618 81.808 1.000 81.700 0.618 81.633 HIGH 81.525 0.618 81.458 0.500 81.438 0.382 81.417 LOW 81.350 0.618 81.242 1.000 81.175 1.618 81.067 2.618 80.892 4.250 80.606
Fisher Pivots for day following 02-Aug-2010 Pivot 1 day 3 day R1 81.438 81.828 PP 81.412 81.672 S1 81.386 81.516

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