ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	77.940	78.170	0.230	0.3%	78.455
High	78.325	78.440	0.115	0.1%	78.470
Low	77.565	77.940	0.375	0.5%	77.000
Close	78.180	78.122	-0.058	-0.1%	78.180
Range	0.760	0.500	-0.260	-34.2%	1.470
ATR	0.715	0.700	-0.015	-2.1%	0.000
Volume	26,228	16,389	-9,839	-37.5%	114,220

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.667	79.395	78.397
R3	79.167	78.895	78.260
R2	78.667	78.667	78.214
R1	78.395	78.395	78.168	78.281
PP	78.167	78.167	78.167	78.111
S1	77.895	77.895	78.076	77.781
S2	77.667	77.667	78.030
S3	77.167	77.395	77.985
S4	76.667	76.895	77.847

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.293	81.707	78.989
R3	80.823	80.237	78.584
R2	79.353	79.353	78.450
R1	78.767	78.767	78.315	78.325
PP	77.883	77.883	77.883	77.663
S1	77.297	77.297	78.045	76.855
S2	76.413	76.413	77.911
S3	74.943	75.827	77.776
S4	73.473	74.357	77.372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.440	77.000	1.440	1.8%	0.655	0.8%	78%	True	False	21,478
10	78.570	77.000	1.570	2.0%	0.642	0.8%	71%	False	False	22,082
20	81.635	77.000	4.635	5.9%	0.712	0.9%	24%	False	False	23,505
40	81.635	77.000	4.635	5.9%	0.694	0.9%	24%	False	False	20,387
60	81.935	77.000	4.935	6.3%	0.720	0.9%	23%	False	False	14,416
80	81.935	76.175	5.760	7.4%	0.733	0.9%	34%	False	False	10,833

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	0.147
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.565
2.618	79.749
1.618	79.249
1.000	78.940
0.618	78.749
HIGH	78.440
0.618	78.249
0.500	78.190
0.382	78.131
LOW	77.940
0.618	77.631
1.000	77.440
1.618	77.131
2.618	76.631
4.250	75.815

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	78.190	78.011
PP	78.167	77.899
S1	78.145	77.788

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

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