ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	80.300	79.770	-0.530	-0.7%	80.425
High	80.330	80.180	-0.150	-0.2%	80.880
Low	79.695	79.765	0.070	0.1%	79.695
Close	79.840	80.175	0.335	0.4%	79.840
Range	0.635	0.415	-0.220	-34.6%	1.185
ATR	0.638	0.622	-0.016	-2.5%	0.000
Volume	30,569	28,579	-1,990	-6.5%	133,686

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.285	81.145	80.403
R3	80.870	80.730	80.289
R2	80.455	80.455	80.251
R1	80.315	80.315	80.213	80.385
PP	80.040	80.040	80.040	80.075
S1	79.900	79.900	80.137	79.970
S2	79.625	79.625	80.099
S3	79.210	79.485	80.061
S4	78.795	79.070	79.947

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.693	82.952	80.492
R3	82.508	81.767	80.166
R2	81.323	81.323	80.057
R1	80.582	80.582	79.949	80.360
PP	80.138	80.138	80.138	80.028
S1	79.397	79.397	79.731	79.175
S2	78.953	78.953	79.623
S3	77.768	78.212	79.514
S4	76.583	77.027	79.188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.880	79.695	1.185	1.5%	0.472	0.6%	41%	False	False	28,607
10	81.340	79.695	1.645	2.1%	0.574	0.7%	29%	False	False	26,699
20	81.430	79.610	1.820	2.3%	0.661	0.8%	31%	False	False	24,343
40	81.430	76.985	4.445	5.5%	0.648	0.8%	72%	False	False	23,605
60	81.430	76.725	4.705	5.9%	0.645	0.8%	73%	False	False	21,317
80	81.430	74.545	6.885	8.6%	0.641	0.8%	82%	False	False	17,227
100	81.430	74.545	6.885	8.6%	0.619	0.8%	82%	False	False	13,807
120	81.430	74.545	6.885	8.6%	0.576	0.7%	82%	False	False	11,508

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.134
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.944
2.618	81.266
1.618	80.851
1.000	80.595
0.618	80.436
HIGH	80.180
0.618	80.021
0.500	79.973
0.382	79.924
LOW	79.765
0.618	79.509
1.000	79.350
1.618	79.094
2.618	78.679
4.250	78.001

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	80.108	80.161
PP	80.040	80.147
S1	79.973	80.133

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

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