ICE US Dollar Index Future December 2010

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Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary Previous Current 01-Sep-2010 02-Sep-2010 Change Change % Previous Week Open 83.485 82.875 -0.610 -0.7% 83.525 High 83.530 82.945 -0.585 -0.7% 83.960 Low 82.570 82.660 0.090 0.1% 83.030 Close 82.880 82.851 -0.029 0.0% 83.298 Range 0.960 0.285 -0.675 -70.3% 0.930 ATR 0.585 0.563 -0.021 -3.7% 0.000 Volume 98 1,018 920 938.8% 839
Daily Pivots for day following 02-Sep-2010 Classic Woodie Camarilla DeMark R4 83.674 83.547 83.008 R3 83.389 83.262 82.929 R2 83.104 83.104 82.903 R1 82.977 82.977 82.877 82.898 PP 82.819 82.819 82.819 82.779 S1 82.692 82.692 82.825 82.613 S2 82.534 82.534 82.799 S3 82.249 82.407 82.773 S4 81.964 82.122 82.694	Weekly Pivots for week ending 27-Aug-2010 Classic Woodie Camarilla DeMark R4 86.219 85.689 83.810 R3 85.289 84.759 83.554 R2 84.359 84.359 83.469 R1 83.829 83.829 83.383 83.629 PP 83.429 83.429 83.429 83.330 S1 82.899 82.899 83.213 82.699 S2 82.499 82.499 83.128 S3 81.569 81.969 83.042 S4 80.639 81.039 82.787
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 83.705 82.570 1.135 1.4% 0.510 0.6% 25% False False 327 10 83.960 82.570 1.390 1.7% 0.542 0.7% 20% False False 243 20 83.960 80.745 3.215 3.9% 0.583 0.7% 66% False False 152 40 84.935 80.745 4.190 5.1% 0.464 0.6% 50% False False 81
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.087 Narrowest range in 18 trading days	Fibonacci Retracements and Extensions 4.250 84.156 2.618 83.691 1.618 83.406 1.000 83.230 0.618 83.121 HIGH 82.945 0.618 82.836 0.500 82.803 0.382 82.769 LOW 82.660 0.618 82.484 1.000 82.375 1.618 82.199 2.618 81.914 4.250 81.449
Fisher Pivots for day following 02-Sep-2010 Pivot 1 day 3 day R1 82.835 83.138 PP 82.819 83.042 S1 82.803 82.947

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