ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 28-May-2010

Day Change Summary
	Previous	Current
	27-May-2010	28-May-2010	Change	Change %	Previous Week
Open	87.665	86.670	-0.995	-1.1%	86.200
High	87.665	87.220	-0.445	-0.5%	87.850
Low	86.535	86.290	-0.245	-0.3%	86.090
Close	86.622	86.922	0.300	0.3%	86.922
Range	1.130	0.930	-0.200	-17.7%	1.760
ATR	0.854	0.859	0.005	0.6%	0.000
Volume	51	254	203	398.0%	480

Daily Pivots for day following 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.601	89.191	87.434
R3	88.671	88.261	87.178
R2	87.741	87.741	87.093
R1	87.331	87.331	87.007	87.536
PP	86.811	86.811	86.811	86.913
S1	86.401	86.401	86.837	86.606
S2	85.881	85.881	86.752
S3	84.951	85.471	86.666
S4	84.021	84.541	86.411

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.234	91.338	87.890
R3	90.474	89.578	87.406
R2	88.714	88.714	87.245
R1	87.818	87.818	87.083	88.266
PP	86.954	86.954	86.954	87.178
S1	86.058	86.058	86.761	86.506
S2	85.194	85.194	86.599
S3	83.434	84.298	86.438
S4	81.674	82.538	85.954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.850	86.090	1.760	2.0%	0.930	1.1%	47%	False	False	96
10	87.925	85.750	2.175	2.5%	0.989	1.1%	54%	False	False	104
20	87.925	82.410	5.515	6.3%	0.876	1.0%	82%	False	False	90
40	87.925	80.510	7.415	8.5%	0.646	0.7%	86%	False	False	102

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	0.195
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.173
2.618	89.655
1.618	88.725
1.000	88.150
0.618	87.795
HIGH	87.220
0.618	86.865
0.500	86.755
0.382	86.645
LOW	86.290
0.618	85.715
1.000	85.360
1.618	84.785
2.618	83.855
4.250	82.338

Fisher Pivots for day following 28-May-2010
Pivot	1 day	3 day
R1	86.866	87.045
PP	86.811	87.004
S1	86.755	86.963

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

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