ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	80.485	80.975	0.490	0.6%	80.000
High	81.135	81.345	0.210	0.3%	81.135
Low	80.440	80.780	0.340	0.4%	79.730
Close	80.975	80.883	-0.092	-0.1%	80.975
Range	0.695	0.565	-0.130	-18.7%	1.405
ATR	0.604	0.601	-0.003	-0.5%	0.000
Volume	24,334	27,091	2,757	11.3%	138,751

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.698	82.355	81.194
R3	82.133	81.790	81.038
R2	81.568	81.568	80.987
R1	81.225	81.225	80.935	81.114
PP	81.003	81.003	81.003	80.947
S1	80.660	80.660	80.831	80.549
S2	80.438	80.438	80.779
S3	79.873	80.095	80.728
S4	79.308	79.530	80.572

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.828	84.307	81.748
R3	83.423	82.902	81.361
R2	82.018	82.018	81.233
R1	81.497	81.497	81.104	81.758
PP	80.613	80.613	80.613	80.744
S1	80.092	80.092	80.846	80.353
S2	79.208	79.208	80.717
S3	77.803	78.687	80.589
S4	76.398	77.282	80.202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.345	79.730	1.615	2.0%	0.602	0.7%	71%	True	False	23,714
10	81.345	79.730	1.615	2.0%	0.559	0.7%	71%	True	False	23,411
20	81.600	79.730	1.870	2.3%	0.617	0.8%	62%	False	False	12,119
40	81.700	78.735	2.965	3.7%	0.563	0.7%	72%	False	False	6,168

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.092
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.746
2.618	82.824
1.618	82.259
1.000	81.910
0.618	81.694
HIGH	81.345
0.618	81.129
0.500	81.063
0.382	80.996
LOW	80.780
0.618	80.431
1.000	80.215
1.618	79.866
2.618	79.301
4.250	78.379

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	81.063	80.804
PP	81.003	80.724
S1	80.943	80.645

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

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