ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	78.080	78.300	0.220	0.3%	78.165
High	78.275	78.550	0.275	0.4%	78.770
Low	77.665	78.150	0.485	0.6%	77.850
Close	78.185	78.275	0.090	0.1%	78.175
Range	0.610	0.400	-0.210	-34.4%	0.920
ATR	0.625	0.609	-0.016	-2.6%	0.000
Volume	4,697	11,804	7,107	151.3%	70,027

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.525	79.300	78.495
R3	79.125	78.900	78.385
R2	78.725	78.725	78.348
R1	78.500	78.500	78.312	78.413
PP	78.325	78.325	78.325	78.281
S1	78.100	78.100	78.238	78.013
S2	77.925	77.925	78.202
S3	77.525	77.700	78.165
S4	77.125	77.300	78.055

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.025	80.520	78.681
R3	80.105	79.600	78.428
R2	79.185	79.185	78.344
R1	78.680	78.680	78.259	78.933
PP	78.265	78.265	78.265	78.391
S1	77.760	77.760	78.091	78.013
S2	77.345	77.345	78.006
S3	76.425	76.840	77.922
S4	75.505	75.920	77.669

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.770	77.665	1.105	1.4%	0.520	0.7%	55%	False	False	13,120
10	78.770	76.725	2.045	2.6%	0.617	0.8%	76%	False	False	16,154
20	78.770	74.655	4.115	5.3%	0.636	0.8%	88%	False	False	12,948
40	78.770	74.545	4.225	5.4%	0.609	0.8%	88%	False	False	6,572
60	78.770	74.545	4.225	5.4%	0.552	0.7%	88%	False	False	4,390

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	0.125
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	80.250
2.618	79.597
1.618	79.197
1.000	78.950
0.618	78.797
HIGH	78.550
0.618	78.397
0.500	78.350
0.382	78.303
LOW	78.150
0.618	77.903
1.000	77.750
1.618	77.503
2.618	77.103
4.250	76.450

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	78.350	78.219
PP	78.325	78.163
S1	78.300	78.108

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

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