ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 03-Mar-2011

Day Change Summary
	Previous	Current
	02-Mar-2011	03-Mar-2011	Change	Change %	Previous Week
Open	77.080	76.710	-0.370	-0.5%	77.880
High	77.210	76.875	-0.335	-0.4%	78.390
Low	76.540	76.375	-0.165	-0.2%	76.975
Close	76.689	76.495	-0.194	-0.3%	77.300
Range	0.670	0.500	-0.170	-25.4%	1.415
ATR	0.611	0.603	-0.008	-1.3%	0.000
Volume	32,448	29,963	-2,485	-7.7%	60,027

Daily Pivots for day following 03-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.082	77.788	76.770
R3	77.582	77.288	76.633
R2	77.082	77.082	76.587
R1	76.788	76.788	76.541	76.685
PP	76.582	76.582	76.582	76.530
S1	76.288	76.288	76.449	76.185
S2	76.082	76.082	76.403
S3	75.582	75.788	76.358
S4	75.082	75.288	76.220

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.800	80.965	78.078
R3	80.385	79.550	77.689
R2	78.970	78.970	77.559
R1	78.135	78.135	77.430	77.845
PP	77.555	77.555	77.555	77.410
S1	76.720	76.720	77.170	76.430
S2	76.140	76.140	77.041
S3	74.725	75.305	76.911
S4	73.310	73.890	76.522

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.460	76.375	1.085	1.4%	0.535	0.7%	11%	False	True	23,727
10	78.410	76.375	2.035	2.7%	0.552	0.7%	6%	False	True	20,776
20	78.980	76.375	2.605	3.4%	0.584	0.8%	5%	False	True	20,938
40	81.635	76.375	5.260	6.9%	0.649	0.8%	2%	False	True	22,770
60	81.635	76.375	5.260	6.9%	0.659	0.9%	2%	False	True	20,117
80	81.935	76.375	5.560	7.3%	0.691	0.9%	2%	False	True	15,203
100	81.935	76.175	5.760	7.5%	0.696	0.9%	6%	False	False	12,177

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	0.162
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.000
2.618	78.184
1.618	77.684
1.000	77.375
0.618	77.184
HIGH	76.875
0.618	76.684
0.500	76.625
0.382	76.566
LOW	76.375
0.618	76.066
1.000	75.875
1.618	75.566
2.618	75.066
4.250	74.250

Fisher Pivots for day following 03-Mar-2011
Pivot	1 day	3 day
R1	76.625	76.793
PP	76.582	76.693
S1	76.538	76.594

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

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