ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	77.880	77.710	-0.170	-0.2%	78.495
High	78.390	77.745	-0.645	-0.8%	78.980
Low	77.635	77.295	-0.340	-0.4%	77.570
Close	77.870	77.444	-0.426	-0.5%	77.720
Range	0.755	0.450	-0.305	-40.4%	1.410
ATR	0.650	0.645	-0.005	-0.8%	0.000
Volume	0	24,250	24,250		102,119

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.845	78.594	77.692
R3	78.395	78.144	77.568
R2	77.945	77.945	77.527
R1	77.694	77.694	77.485	77.595
PP	77.495	77.495	77.495	77.445
S1	77.244	77.244	77.403	77.145
S2	77.045	77.045	77.362
S3	76.595	76.794	77.320
S4	76.145	76.344	77.197

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.320	81.430	78.496
R3	80.910	80.020	78.108
R2	79.500	79.500	77.979
R1	78.610	78.610	77.849	78.350
PP	78.090	78.090	78.090	77.960
S1	77.200	77.200	77.591	76.940
S2	76.680	76.680	77.462
S3	75.270	75.790	77.332
S4	73.860	74.380	76.945

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.870	77.295	1.575	2.0%	0.600	0.8%	9%	False	True	19,228
10	78.980	77.295	1.685	2.2%	0.592	0.8%	9%	False	True	19,421
20	78.980	77.000	1.980	2.6%	0.610	0.8%	22%	False	False	20,651
40	81.635	77.000	4.635	6.0%	0.666	0.9%	10%	False	False	21,313
60	81.935	77.000	4.935	6.4%	0.702	0.9%	9%	False	False	17,942
80	81.935	76.175	5.760	7.4%	0.707	0.9%	22%	False	False	13,498
100	81.935	76.175	5.760	7.4%	0.697	0.9%	22%	False	False	10,809

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	0.143
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	79.658
2.618	78.923
1.618	78.473
1.000	78.195
0.618	78.023
HIGH	77.745
0.618	77.573
0.500	77.520
0.382	77.467
LOW	77.295
0.618	77.017
1.000	76.845
1.618	76.567
2.618	76.117
4.250	75.383

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	77.520	77.843
PP	77.495	77.710
S1	77.469	77.577

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

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