ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	86.725	86.810	0.085	0.1%	85.680
High	87.580	87.265	-0.315	-0.4%	87.550
Low	86.220	86.695	0.475	0.6%	85.655
Close	86.725	86.877	0.152	0.2%	86.582
Range	1.360	0.570	-0.790	-58.1%	1.895
ATR	1.016	0.984	-0.032	-3.1%	0.000
Volume	2,492	27,903	25,411	1,019.7%	148,041

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.656	88.336	87.191
R3	88.086	87.766	87.034
R2	87.516	87.516	86.982
R1	87.196	87.196	86.929	87.356
PP	86.946	86.946	86.946	87.026
S1	86.626	86.626	86.825	86.786
S2	86.376	86.376	86.773
S3	85.806	86.056	86.720
S4	85.236	85.486	86.564

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.281	91.326	87.624
R3	90.386	89.431	87.103
R2	88.491	88.491	86.929
R1	87.536	87.536	86.756	88.014
PP	86.596	86.596	86.596	86.834
S1	85.641	85.641	86.408	86.119
S2	84.701	84.701	86.235
S3	82.806	83.746	86.061
S4	80.911	81.851	85.540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.580	85.935	1.645	1.9%	0.982	1.1%	57%	False	False	24,741
10	87.625	85.325	2.300	2.6%	1.069	1.2%	67%	False	False	32,481
20	87.625	83.070	4.555	5.2%	1.075	1.2%	84%	False	False	34,748
40	87.625	80.140	7.485	8.6%	0.850	1.0%	90%	False	False	27,915
60	87.625	79.730	7.895	9.1%	0.763	0.9%	91%	False	False	25,862
80	87.625	79.730	7.895	9.1%	0.733	0.8%	91%	False	False	19,548
100	87.625	77.170	10.455	12.0%	0.657	0.8%	93%	False	False	15,647

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.221
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	89.688
2.618	88.757
1.618	88.187
1.000	87.835
0.618	87.617
HIGH	87.265
0.618	87.047
0.500	86.980
0.382	86.913
LOW	86.695
0.618	86.343
1.000	86.125
1.618	85.773
2.618	85.203
4.250	84.273

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	86.980	86.837
PP	86.946	86.797
S1	86.911	86.758

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

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