ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 23-Mar-2010

Day Change Summary
	Previous	Current
	22-Mar-2010	23-Mar-2010	Change	Change %	Previous Week
Open	80.975	80.785	-0.190	-0.2%	80.000
High	81.345	81.250	-0.095	-0.1%	81.135
Low	80.780	80.775	-0.005	0.0%	79.730
Close	80.883	81.118	0.235	0.3%	80.975
Range	0.565	0.475	-0.090	-15.9%	1.405
ATR	0.601	0.592	-0.009	-1.5%	0.000
Volume	27,091	19,510	-7,581	-28.0%	138,751

Daily Pivots for day following 23-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.473	82.270	81.379
R3	81.998	81.795	81.249
R2	81.523	81.523	81.205
R1	81.320	81.320	81.162	81.422
PP	81.048	81.048	81.048	81.098
S1	80.845	80.845	81.074	80.947
S2	80.573	80.573	81.031
S3	80.098	80.370	80.987
S4	79.623	79.895	80.857

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%	0.560	0.7%	86%	False	False	23,054
10	81.345	79.730	1.615	2.0%	0.565	0.7%	86%	False	False	23,962
20	81.600	79.730	1.870	2.3%	0.595	0.7%	74%	False	False	13,092
40	81.700	78.910	2.790	3.4%	0.566	0.7%	79%	False	False	6,655

Crabel Price Patterns
NR	True
NR4	True
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	0.088
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	83.269
2.618	82.494
1.618	82.019
1.000	81.725
0.618	81.544
HIGH	81.250
0.618	81.069
0.500	81.013
0.382	80.956
LOW	80.775
0.618	80.481
1.000	80.300
1.618	80.006
2.618	79.531
4.250	78.756

Fisher Pivots for day following 23-Mar-2010
Pivot	1 day	3 day
R1	81.083	81.043
PP	81.048	80.968
S1	81.013	80.893

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

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