ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	78.395	78.610	0.215	0.3%	76.930
High	78.770	78.705	-0.065	-0.1%	78.500
Low	78.220	78.075	-0.145	-0.2%	76.640
Close	78.610	78.230	-0.380	-0.5%	78.195
Range	0.550	0.630	0.080	14.5%	1.860
ATR	0.644	0.643	-0.001	-0.2%	0.000
Volume	18,223	15,640	-2,583	-14.2%	102,788

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.227	79.858	78.577
R3	79.597	79.228	78.403
R2	78.967	78.967	78.346
R1	78.598	78.598	78.288	78.468
PP	78.337	78.337	78.337	78.271
S1	77.968	77.968	78.172	77.838
S2	77.707	77.707	78.115
S3	77.077	77.338	78.057
S4	76.447	76.708	77.884

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.358	82.637	79.218
R3	81.498	80.777	78.707
R2	79.638	79.638	78.536
R1	78.917	78.917	78.366	79.278
PP	77.778	77.778	77.778	77.959
S1	77.057	77.057	78.025	77.418
S2	75.918	75.918	77.854
S3	74.058	75.197	77.684
S4	72.198	73.337	77.172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.770	77.290	1.480	1.9%	0.692	0.9%	64%	False	False	19,774
10	78.770	76.235	2.535	3.2%	0.636	0.8%	79%	False	False	19,821
20	78.770	74.655	4.115	5.3%	0.654	0.8%	87%	False	False	11,392
40	78.770	74.545	4.225	5.4%	0.607	0.8%	87%	False	False	5,780
60	78.770	74.545	4.225	5.4%	0.542	0.7%	87%	False	False	3,862

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	0.121
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.383
2.618	80.354
1.618	79.724
1.000	79.335
0.618	79.094
HIGH	78.705
0.618	78.464
0.500	78.390
0.382	78.316
LOW	78.075
0.618	77.686
1.000	77.445
1.618	77.056
2.618	76.426
4.250	75.398

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	78.390	78.368
PP	78.337	78.322
S1	78.283	78.276

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These figures are updated between 7pm and 10pm EST after a trading day.

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