ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 10-Mar-2011

Day Change Summary
	Previous	Current
	09-Mar-2011	10-Mar-2011	Change	Change %	Previous Week
Open	76.900	76.680	-0.220	-0.3%	77.255
High	76.975	77.355	0.380	0.5%	77.435
Low	76.540	76.660	0.120	0.2%	76.285
Close	76.719	77.274	0.555	0.7%	76.416
Range	0.435	0.695	0.260	59.8%	1.150
ATR	0.564	0.573	0.009	1.7%	0.000
Volume	34,972	36,034	1,062	3.0%	133,821

Daily Pivots for day following 10-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.181	78.923	77.656
R3	78.486	78.228	77.465
R2	77.791	77.791	77.401
R1	77.533	77.533	77.338	77.662
PP	77.096	77.096	77.096	77.161
S1	76.838	76.838	77.210	76.967
S2	76.401	76.401	77.147
S3	75.706	76.143	77.083
S4	75.011	75.448	76.892

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.162	79.439	77.049
R3	79.012	78.289	76.732
R2	77.862	77.862	76.627
R1	77.139	77.139	76.521	76.926
PP	76.712	76.712	76.712	76.605
S1	75.989	75.989	76.311	75.776
S2	75.562	75.562	76.205
S3	74.412	74.839	76.100
S4	73.262	73.689	75.784

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.355	76.145	1.210	1.6%	0.496	0.6%	93%	True	False	31,127
10	77.460	76.145	1.315	1.7%	0.516	0.7%	86%	False	False	27,427
20	78.980	76.145	2.835	3.7%	0.548	0.7%	40%	False	False	23,230
40	81.145	76.145	5.000	6.5%	0.634	0.8%	23%	False	False	23,551
60	81.635	76.145	5.490	7.1%	0.634	0.8%	21%	False	False	21,375
80	81.935	76.145	5.790	7.5%	0.672	0.9%	19%	False	False	17,141
100	81.935	76.145	5.790	7.5%	0.691	0.9%	19%	False	False	13,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.123
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	80.309
2.618	79.175
1.618	78.480
1.000	78.050
0.618	77.785
HIGH	77.355
0.618	77.090
0.500	77.008
0.382	76.925
LOW	76.660
0.618	76.230
1.000	75.965
1.618	75.535
2.618	74.840
4.250	73.706

Fisher Pivots for day following 10-Mar-2011
Pivot	1 day	3 day
R1	77.185	77.146
PP	77.096	77.018
S1	77.008	76.890

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

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