ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	81.985	82.760	0.775	0.9%	81.525
High	82.855	83.260	0.405	0.5%	81.525
Low	81.785	82.600	0.815	1.0%	80.745
Close	82.763	83.107	0.344	0.4%	80.808
Range	1.070	0.660	-0.410	-38.3%	0.780
ATR	0.556	0.563	0.007	1.3%	0.000
Volume	44	118	74	168.2%	83

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.969	84.698	83.470
R3	84.309	84.038	83.289
R2	83.649	83.649	83.228
R1	83.378	83.378	83.168	83.514
PP	82.989	82.989	82.989	83.057
S1	82.718	82.718	83.047	82.854
S2	82.329	82.329	82.986
S3	81.669	82.058	82.926
S4	81.009	81.398	82.744

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.366	82.867	81.237
R3	82.586	82.087	81.023
R2	81.806	81.806	80.951
R1	81.307	81.307	80.880	81.167
PP	81.026	81.026	81.026	80.956
S1	80.527	80.527	80.737	80.387
S2	80.246	80.246	80.665
S3	79.466	79.747	80.594
S4	78.686	78.967	80.379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.260	80.745	2.515	3.0%	0.652	0.8%	94%	True	False	38
10	83.260	80.745	2.515	3.0%	0.460	0.6%	94%	True	False	27
20	83.870	80.745	3.125	3.8%	0.383	0.5%	76%	False	False	19
40	87.000	80.745	6.255	7.5%	0.359	0.4%	38%	False	False	16

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.065
2.618	84.988
1.618	84.328
1.000	83.920
0.618	83.668
HIGH	83.260
0.618	83.008
0.500	82.930
0.382	82.852
LOW	82.600
0.618	82.192
1.000	81.940
1.618	81.532
2.618	80.872
4.250	79.795

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	83.048	82.800
PP	82.989	82.492
S1	82.930	82.185

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

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