ICE US Dollar Index Future December 2010

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Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary Previous Current 23-Jul-2010 26-Jul-2010 Change Change % Previous Week Open 83.080 82.900 -0.180 -0.2% 82.840 High 83.400 82.900 -0.500 -0.6% 83.870 Low 82.940 82.465 -0.475 -0.6% 82.840 Close 82.949 82.562 -0.387 -0.5% 82.949 Range 0.460 0.435 -0.025 -5.4% 1.030 ATR 0.467 0.468 0.001 0.3% 0.000 Volume 8 16 8 100.0% 29
Daily Pivots for day following 26-Jul-2010 Classic Woodie Camarilla DeMark R4 83.947 83.690 82.801 R3 83.512 83.255 82.682 R2 83.077 83.077 82.642 R1 82.820 82.820 82.602 82.731 PP 82.642 82.642 82.642 82.598 S1 82.385 82.385 82.522 82.296 S2 82.207 82.207 82.482 S3 81.772 81.950 82.442 S4 81.337 81.515 82.323	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 82.465 1.405 1.7% 0.407 0.5% 7% False True 6 10 84.935 82.465 2.470 3.0% 0.438 0.5% 4% False True 8 20 86.810 82.465 4.345 5.3% 0.332 0.4% 2% False True 5
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 3 trading days	Fibonacci Retracements and Extensions 4.250 84.749 2.618 84.039 1.618 83.604 1.000 83.335 0.618 83.169 HIGH 82.900 0.618 82.734 0.500 82.683 0.382 82.631 LOW 82.465 0.618 82.196 1.000 82.030 1.618 81.761 2.618 81.326 4.250 80.616
Fisher Pivots for day following 26-Jul-2010 Pivot 1 day 3 day R1 82.683 83.110 PP 82.642 82.927 S1 82.602 82.745

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