ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	77.710	77.280	-0.430	-0.6%	78.495
High	77.745	77.520	-0.225	-0.3%	78.980
Low	77.295	77.030	-0.265	-0.3%	77.570
Close	77.444	77.096	-0.348	-0.4%	77.720
Range	0.450	0.490	0.040	8.9%	1.410
ATR	0.645	0.634	-0.011	-1.7%	0.000
Volume	24,250	18,508	-5,742	-23.7%	102,119

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.685	78.381	77.366
R3	78.195	77.891	77.231
R2	77.705	77.705	77.186
R1	77.401	77.401	77.141	77.308
PP	77.215	77.215	77.215	77.169
S1	76.911	76.911	77.051	76.818
S2	76.725	76.725	77.006
S3	76.235	76.421	76.961
S4	75.745	75.931	76.827

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	78.410	77.030	1.380	1.8%	0.568	0.7%	5%	False	True	17,826
10	78.980	77.030	1.950	2.5%	0.580	0.8%	3%	False	True	19,034
20	78.980	77.000	1.980	2.6%	0.613	0.8%	5%	False	False	20,528
40	81.635	77.000	4.635	6.0%	0.656	0.9%	2%	False	False	21,504
60	81.935	77.000	4.935	6.4%	0.693	0.9%	2%	False	False	18,247
80	81.935	76.175	5.760	7.5%	0.707	0.9%	16%	False	False	13,729
100	81.935	76.175	5.760	7.5%	0.699	0.9%	16%	False	False	10,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.154
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.603
2.618	78.803
1.618	78.313
1.000	78.010
0.618	77.823
HIGH	77.520
0.618	77.333
0.500	77.275
0.382	77.217
LOW	77.030
0.618	76.727
1.000	76.540
1.618	76.237
2.618	75.747
4.250	74.948

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	77.275	77.710
PP	77.215	77.505
S1	77.156	77.301

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

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