ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	78.610	78.225	-0.385	-0.5%	76.930
High	78.705	78.260	-0.445	-0.6%	78.500
Low	78.075	77.850	-0.225	-0.3%	76.640
Close	78.230	78.175	-0.055	-0.1%	78.195
Range	0.630	0.410	-0.220	-34.9%	1.860
ATR	0.643	0.626	-0.017	-2.6%	0.000
Volume	15,640	15,236	-404	-2.6%	102,788

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.325	79.160	78.401
R3	78.915	78.750	78.288
R2	78.505	78.505	78.250
R1	78.340	78.340	78.213	78.218
PP	78.095	78.095	78.095	78.034
S1	77.930	77.930	78.137	77.808
S2	77.685	77.685	78.100
S3	77.275	77.520	78.062
S4	76.865	77.110	77.950

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	77.745	1.025	1.3%	0.576	0.7%	42%	False	False	19,574
10	78.770	76.260	2.510	3.2%	0.641	0.8%	76%	False	False	18,531
20	78.770	74.655	4.115	5.3%	0.643	0.8%	86%	False	False	12,140
40	78.770	74.545	4.225	5.4%	0.605	0.8%	86%	False	False	6,160
60	78.770	74.545	4.225	5.4%	0.549	0.7%	86%	False	False	4,115

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.113
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	80.003
2.618	79.333
1.618	78.923
1.000	78.670
0.618	78.513
HIGH	78.260
0.618	78.103
0.500	78.055
0.382	78.007
LOW	77.850
0.618	77.597
1.000	77.440
1.618	77.187
2.618	76.777
4.250	76.108

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	78.135	78.310
PP	78.095	78.265
S1	78.055	78.220

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

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