ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	82.980	83.400	0.420	0.5%	80.950
High	83.395	83.445	0.050	0.1%	83.395
Low	82.675	82.750	0.075	0.1%	80.950
Close	83.368	82.965	-0.403	-0.5%	83.368
Range	0.720	0.695	-0.025	-3.5%	2.445
ATR	0.574	0.583	0.009	1.5%	0.000
Volume	96	69	-27	-28.1%	266

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.138	84.747	83.347
R3	84.443	84.052	83.156
R2	83.748	83.748	83.092
R1	83.357	83.357	83.029	83.205
PP	83.053	83.053	83.053	82.978
S1	82.662	82.662	82.901	82.510
S2	82.358	82.358	82.838
S3	81.663	81.967	82.774
S4	80.968	81.272	82.583

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.906	89.082	84.713
R3	87.461	86.637	84.040
R2	85.016	85.016	83.816
R1	84.192	84.192	83.592	84.604
PP	82.571	82.571	82.571	82.777
S1	81.747	81.747	83.144	82.159
S2	80.126	80.126	82.920
S3	77.681	79.302	82.696
S4	75.236	76.857	82.023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.445	81.110	2.335	2.8%	0.784	0.9%	79%	True	False	67
10	83.445	80.745	2.700	3.3%	0.579	0.7%	82%	True	False	41
20	83.870	80.745	3.125	3.8%	0.450	0.5%	71%	False	False	25
40	87.000	80.745	6.255	7.5%	0.368	0.4%	35%	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	True
Stretch	0.083
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.399
2.618	85.265
1.618	84.570
1.000	84.140
0.618	83.875
HIGH	83.445
0.618	83.180
0.500	83.098
0.382	83.015
LOW	82.750
0.618	82.320
1.000	82.055
1.618	81.625
2.618	80.930
4.250	79.796

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	83.098	83.023
PP	83.053	83.003
S1	83.009	82.984

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

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