ICE US Dollar Index Future June 2011

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Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary Previous Current 13-Dec-2010 14-Dec-2010 Change Change % Previous Week Open 80.435 79.875 -0.560 -0.7% 80.437 High 80.655 80.155 -0.500 -0.6% 80.915 Low 80.000 79.790 -0.210 -0.3% 79.875 Close 80.006 80.090 0.084 0.1% 80.887 Range 0.655 0.365 -0.290 -44.3% 1.040 ATR Volume 58 62 4 6.9% 700
Daily Pivots for day following 14-Dec-2010 Classic Woodie Camarilla DeMark R4 81.107 80.963 80.291 R3 80.742 80.598 80.190 R2 80.377 80.377 80.157 R1 80.233 80.233 80.123 80.305 PP 80.012 80.012 80.012 80.048 S1 79.868 79.868 80.057 79.940 S2 79.647 79.647 80.023 S3 79.282 79.503 79.990 S4 78.917 79.138 79.889	Weekly Pivots for week ending 10-Dec-2010 Classic Woodie Camarilla DeMark R4 83.679 83.323 81.459 R3 82.639 82.283 81.173 R2 81.599 81.599 81.078 R1 81.243 81.243 80.982 81.421 PP 80.559 80.559 80.559 80.648 S1 80.203 80.203 80.792 80.381 S2 79.519 79.519 80.696 S3 78.479 79.163 80.601 S4 77.439 78.123 80.315
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 80.915 79.790 1.125 1.4% 0.204 0.3% 27% False True 24 10 82.000 79.790 2.210 2.8% 0.246 0.3% 14% False True 83
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 True Bull Hook False Stretch 0.031 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 81.706 2.618 81.111 1.618 80.746 1.000 80.520 0.618 80.381 HIGH 80.155 0.618 80.016 0.500 79.973 0.382 79.929 LOW 79.790 0.618 79.564 1.000 79.425 1.618 79.199 2.618 78.834 4.250 78.239
Fisher Pivots for day following 14-Dec-2010 Pivot 1 day 3 day R1 80.051 80.339 PP 80.012 80.256 S1 79.973 80.173

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