ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	82.145	82.320	0.175	0.2%	80.975
High	82.520	82.320	-0.200	-0.2%	82.520
Low	81.895	81.850	-0.045	-0.1%	80.775
Close	82.405	81.978	-0.427	-0.5%	81.978
Range	0.625	0.470	-0.155	-24.8%	1.745
ATR	0.634	0.629	-0.006	-0.9%	0.000
Volume	29,866	24,420	-5,446	-18.2%	120,754

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.459	83.189	82.237
R3	82.989	82.719	82.107
R2	82.519	82.519	82.064
R1	82.249	82.249	82.021	82.149
PP	82.049	82.049	82.049	82.000
S1	81.779	81.779	81.935	81.679
S2	81.579	81.579	81.892
S3	81.109	81.309	81.849
S4	80.639	80.839	81.720

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.993	86.230	82.938
R3	85.248	84.485	82.458
R2	83.503	83.503	82.298
R1	82.740	82.740	82.138	83.122
PP	81.758	81.758	81.758	81.948
S1	80.995	80.995	81.818	81.377
S2	80.013	80.013	81.658
S3	78.268	79.250	81.498
S4	76.523	77.505	81.018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.520	80.775	1.745	2.1%	0.664	0.8%	69%	False	False	24,150
10	82.520	79.730	2.790	3.4%	0.643	0.8%	81%	False	False	25,950
20	82.520	79.730	2.790	3.4%	0.631	0.8%	81%	False	False	16,752
40	82.520	79.250	3.270	4.0%	0.600	0.7%	83%	False	False	8,508

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	0.085
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	84.318
2.618	83.550
1.618	83.080
1.000	82.790
0.618	82.610
HIGH	82.320
0.618	82.140
0.500	82.085
0.382	82.030
LOW	81.850
0.618	81.560
1.000	81.380
1.618	81.090
2.618	80.620
4.250	79.853

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	82.085	81.926
PP	82.049	81.874
S1	82.014	81.823

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

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