ICE US Dollar Index Future December 2010

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Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary Previous Current 28-Jul-2010 29-Jul-2010 Change Change % Previous Week Open 82.520 82.300 -0.220 -0.3% 82.840 High 82.640 82.305 -0.335 -0.4% 83.870 Low 82.440 82.025 -0.415 -0.5% 82.840 Close 82.635 82.079 -0.556 -0.7% 82.949 Range 0.200 0.280 0.080 40.0% 1.030 ATR 0.450 0.461 0.011 2.5% 0.000 Volume 10 12 2 20.0% 29
Daily Pivots for day following 29-Jul-2010 Classic Woodie Camarilla DeMark R4 82.976 82.808 82.233 R3 82.696 82.528 82.156 R2 82.416 82.416 82.130 R1 82.248 82.248 82.105 82.192 PP 82.136 82.136 82.136 82.109 S1 81.968 81.968 82.053 81.912 S2 81.856 81.856 82.028 S3 81.576 81.688 82.002 S4 81.296 81.408 81.925	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 83.400 82.025 1.375 1.7% 0.369 0.4% 4% False True 13 10 83.870 82.025 1.845 2.2% 0.307 0.4% 3% False True 11 20 85.230 82.025 3.205 3.9% 0.325 0.4% 2% False True 7
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.033 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 83.495 2.618 83.038 1.618 82.758 1.000 82.585 0.618 82.478 HIGH 82.305 0.618 82.198 0.500 82.165 0.382 82.132 LOW 82.025 0.618 81.852 1.000 81.745 1.618 81.572 2.618 81.292 4.250 80.835
Fisher Pivots for day following 29-Jul-2010 Pivot 1 day 3 day R1 82.165 82.418 PP 82.136 82.305 S1 82.108 82.192

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