ICE US Dollar Index Future December 2010

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Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary Previous Current 22-Jul-2010 23-Jul-2010 Change Change % Previous Week Open 83.755 83.080 -0.675 -0.8% 82.840 High 83.755 83.400 -0.355 -0.4% 83.870 Low 83.055 82.940 -0.115 -0.1% 82.840 Close 83.092 82.949 -0.143 -0.2% 82.949 Range 0.700 0.460 -0.240 -34.3% 1.030 ATR 0.467 0.467 -0.001 -0.1% 0.000 Volume 7 8 1 14.3% 29
Daily Pivots for day following 23-Jul-2010 Classic Woodie Camarilla DeMark R4 84.476 84.173 83.202 R3 84.016 83.713 83.076 R2 83.556 83.556 83.033 R1 83.253 83.253 82.991 83.175 PP 83.096 83.096 83.096 83.057 S1 82.793 82.793 82.907 82.715 S2 82.636 82.636 82.865 S3 82.176 82.333 82.823 S4 81.716 81.873 82.696	Weekly Pivots for week ending 23-Jul-2010 Classic Woodie Camarilla DeMark R4 86.310 85.659 83.516 R3 85.280 84.629 83.232 R2 84.250 84.250 83.138 R1 83.599 83.599 83.043 83.925 PP 83.220 83.220 83.220 83.382 S1 82.569 82.569 82.855 82.895 S2 82.190 82.190 82.760 S3 81.160 81.539 82.666 S4 80.130 80.509 82.383
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 83.870 82.840 1.030 1.2% 0.320 0.4% 11% False False 5 10 84.935 82.820 2.115 2.5% 0.404 0.5% 6% False False 7 20 86.810 82.820 3.990 4.8% 0.310 0.4% 3% False False 6
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 0.014 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 85.355 2.618 84.604 1.618 84.144 1.000 83.860 0.618 83.684 HIGH 83.400 0.618 83.224 0.500 83.170 0.382 83.116 LOW 82.940 0.618 82.656 1.000 82.480 1.618 82.196 2.618 81.736 4.250 80.985
Fisher Pivots for day following 23-Jul-2010 Pivot 1 day 3 day R1 83.170 83.405 PP 83.096 83.253 S1 83.023 83.101

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