According to Eurosport:
The world number one based himself in Dubai throughout the summer, working hard with his coach, Tony Roche, in the kind of heat that should make even the sometimes oppressive North American conditions a breeze.
I'm glad to see this was a working vacation. I looked up the Dubai weather for the past month and temps have averaged in the low 100's with lots of humidity. So the hot weather in Cincy shouldn't be a problem for Fed.