ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	82.955	83.525	0.570	0.7%	83.400
High	83.680	83.680	0.000	0.0%	83.680
Low	82.900	83.280	0.380	0.5%	82.390
Close	83.475	83.543	0.068	0.1%	83.475
Range	0.780	0.400	-0.380	-48.7%	1.290
ATR	0.594	0.580	-0.014	-2.3%	0.000
Volume	124	217	93	75.0%	448

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.701	84.522	83.763
R3	84.301	84.122	83.653
R2	83.901	83.901	83.616
R1	83.722	83.722	83.580	83.812
PP	83.501	83.501	83.501	83.546
S1	83.322	83.322	83.506	83.412
S2	83.101	83.101	83.470
S3	82.701	82.922	83.433
S4	82.301	82.522	83.323

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.052	86.553	84.185
R3	85.762	85.263	83.830
R2	84.472	84.472	83.712
R1	83.973	83.973	83.593	84.223
PP	83.182	83.182	83.182	83.306
S1	82.683	82.683	83.357	82.933
S2	81.892	81.892	83.239
S3	80.602	81.393	83.120
S4	79.312	80.103	82.766

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.680	82.390	1.290	1.5%	0.547	0.7%	89%	True	False	119
10	83.680	81.110	2.570	3.1%	0.666	0.8%	95%	True	False	93
20	83.680	80.745	2.935	3.5%	0.485	0.6%	95%	True	False	53
40	86.810	80.745	6.065	7.3%	0.408	0.5%	46%	False	False	29

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.117
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	85.380
2.618	84.727
1.618	84.327
1.000	84.080
0.618	83.927
HIGH	83.680
0.618	83.527
0.500	83.480
0.382	83.433
LOW	83.280
0.618	83.033
1.000	82.880
1.618	82.633
2.618	82.233
4.250	81.580

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	83.522	83.391
PP	83.501	83.239
S1	83.480	83.088

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

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