ICE US Dollar Index Future June 2011

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Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary Previous Current 14-Dec-2010 15-Dec-2010 Change Change % Previous Week Open 79.875 80.525 0.650 0.8% 80.437 High 80.155 80.535 0.380 0.5% 80.915 Low 79.790 80.525 0.735 0.9% 79.875 Close 80.090 80.982 0.892 1.1% 80.887 Range 0.365 0.010 -0.355 -97.3% 1.040 ATR Volume 62 6 -56 -90.3% 700
Daily Pivots for day following 15-Dec-2010 Classic Woodie Camarilla DeMark R4 80.711 80.856 80.988 R3 80.701 80.846 80.985 R2 80.691 80.691 80.984 R1 80.836 80.836 80.983 80.764 PP 80.681 80.681 80.681 80.644 S1 80.826 80.826 80.981 80.754 S2 80.671 80.671 80.980 S3 80.661 80.816 80.979 S4 80.651 80.806 80.977	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% 0.206 0.3% 106% False False 25 10 81.690 79.790 1.900 2.3% 0.247 0.3% 63% False False 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 False Bull Hook False Stretch 0.031 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 80.578 2.618 80.561 1.618 80.551 1.000 80.545 0.618 80.541 HIGH 80.535 0.618 80.531 0.500 80.530 0.382 80.529 LOW 80.525 0.618 80.519 1.000 80.515 1.618 80.509 2.618 80.499 4.250 80.483
Fisher Pivots for day following 15-Dec-2010 Pivot 1 day 3 day R1 80.831 80.729 PP 80.681 80.476 S1 80.530 80.223

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