ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	78.610	77.765	-0.845	-1.1%	77.560
High	78.655	78.190	-0.465	-0.6%	78.370
Low	77.720	77.500	-0.220	-0.3%	76.750
Close	77.824	78.039	0.215	0.3%	77.638
Range	0.935	0.690	-0.245	-26.2%	1.620
ATR	0.670	0.671	0.001	0.2%	0.000
Volume	50	36	-14	-28.0%	288

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.980	79.699	78.419
R3	79.290	79.009	78.229
R2	78.600	78.600	78.166
R1	78.319	78.319	78.102	78.460
PP	77.910	77.910	77.910	77.980
S1	77.629	77.629	77.976	77.770
S2	77.220	77.220	77.913
S3	76.530	76.939	77.849
S4	75.840	76.249	77.660

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.446	81.662	78.529
R3	80.826	80.042	78.084
R2	79.206	79.206	77.935
R1	78.422	78.422	77.787	78.814
PP	77.586	77.586	77.586	77.782
S1	76.802	76.802	77.490	77.194
S2	75.966	75.966	77.341
S3	74.346	75.182	77.193
S4	72.726	73.562	76.747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.870	76.750	2.120	2.7%	0.888	1.1%	61%	False	False	63
10	78.870	76.750	2.120	2.7%	0.683	0.9%	61%	False	False	61
20	80.660	76.750	3.910	5.0%	0.586	0.8%	33%	False	False	42

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	0.110
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.123
2.618	79.996
1.618	79.306
1.000	78.880
0.618	78.616
HIGH	78.190
0.618	77.926
0.500	77.845
0.382	77.764
LOW	77.500
0.618	77.074
1.000	76.810
1.618	76.384
2.618	75.694
4.250	74.568

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	77.974	78.185
PP	77.910	78.136
S1	77.845	78.088

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

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