ICE US Dollar Index Future December 2010

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Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary Previous Current 16-Aug-2010 17-Aug-2010 Change Change % Previous Week Open 83.400 82.880 -0.520 -0.6% 80.950 High 83.445 82.880 -0.565 -0.7% 83.395 Low 82.750 82.430 -0.320 -0.4% 80.950 Close 82.965 82.644 -0.321 -0.4% 83.368 Range 0.695 0.450 -0.245 -35.3% 2.445 ATR 0.583 0.580 -0.003 -0.6% 0.000 Volume 69 74 5 7.2% 266
Daily Pivots for day following 17-Aug-2010 Classic Woodie Camarilla DeMark R4 84.001 83.773 82.892 R3 83.551 83.323 82.768 R2 83.101 83.101 82.727 R1 82.873 82.873 82.685 82.762 PP 82.651 82.651 82.651 82.596 S1 82.423 82.423 82.603 82.312 S2 82.201 82.201 82.562 S3 81.751 81.973 82.520 S4 81.301 81.523 82.397	Weekly Pivots for week ending 13-Aug-2010 Classic Woodie Camarilla DeMark R4 89.906 89.082 84.713 R3 87.461 86.637 84.040 R2 85.016 85.016 83.816 R1 84.192 84.192 83.592 84.604 PP 82.571 82.571 82.571 82.777 S1 81.747 81.747 83.144 82.159 S2 80.126 80.126 82.920 S3 77.681 79.302 82.696 S4 75.236 76.857 82.023
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 83.445 81.785 1.660 2.0% 0.719 0.9% 52% False False 80 10 83.445 80.745 2.700 3.3% 0.605 0.7% 70% False False 48 20 83.870 80.745 3.125 3.8% 0.469 0.6% 61% False False 29 40 87.000 80.745 6.255 7.6% 0.380 0.5% 30% False False 18
Crabel Price Patterns NR True NR4 True NR5 True 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 0.083 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 84.793 2.618 84.058 1.618 83.608 1.000 83.330 0.618 83.158 HIGH 82.880 0.618 82.708 0.500 82.655 0.382 82.602 LOW 82.430 0.618 82.152 1.000 81.980 1.618 81.702 2.618 81.252 4.250 80.518
Fisher Pivots for day following 17-Aug-2010 Pivot 1 day 3 day R1 82.655 82.938 PP 82.651 82.840 S1 82.648 82.742

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