ICE US Dollar Index Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Dec-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Dec-2010 | 20-Dec-2010 | Change | Change % | Previous Week |  
                        | Open | 80.375 | 81.320 | 0.945 | 1.2% | 80.435 |  
                        | High | 81.240 | 81.505 | 0.265 | 0.3% | 81.240 |  
                        | Low | 80.375 | 81.185 | 0.810 | 1.0% | 79.790 |  
                        | Close | 81.152 | 81.397 | 0.245 | 0.3% | 81.152 |  
                        | Range | 0.865 | 0.320 | -0.545 | -63.0% | 1.450 |  
                        | ATR | 0.403 | 0.399 | -0.004 | -0.9% | 0.000 |  
                        | Volume | 1 | 8 | 7 | 700.0% | 127 |  | 
    
| 
        
            | Daily Pivots for day following 20-Dec-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 82.322 | 82.180 | 81.573 |  |  
                | R3 | 82.002 | 81.860 | 81.485 |  |  
                | R2 | 81.682 | 81.682 | 81.456 |  |  
                | R1 | 81.540 | 81.540 | 81.426 | 81.611 |  
                | PP | 81.362 | 81.362 | 81.362 | 81.398 |  
                | S1 | 81.220 | 81.220 | 81.368 | 81.291 |  
                | S2 | 81.042 | 81.042 | 81.338 |  |  
                | S3 | 80.722 | 80.900 | 81.309 |  |  
                | S4 | 80.402 | 80.580 | 81.221 |  |  | 
        
            | Weekly Pivots for week ending 17-Dec-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 85.077 | 84.565 | 81.950 |  |  
                | R3 | 83.627 | 83.115 | 81.551 |  |  
                | R2 | 82.177 | 82.177 | 81.418 |  |  
                | R1 | 81.665 | 81.665 | 81.285 | 81.921 |  
                | PP | 80.727 | 80.727 | 80.727 | 80.856 |  
                | S1 | 80.215 | 80.215 | 81.019 | 80.471 |  
                | S2 | 79.277 | 79.277 | 80.886 |  |  
                | S3 | 77.827 | 78.765 | 80.753 |  |  
                | S4 | 76.377 | 77.315 | 80.355 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 82.865 |  
            | 2.618 | 82.343 |  
            | 1.618 | 82.023 |  
            | 1.000 | 81.825 |  
            | 0.618 | 81.703 |  
            | HIGH | 81.505 |  
            | 0.618 | 81.383 |  
            | 0.500 | 81.345 |  
            | 0.382 | 81.307 |  
            | LOW | 81.185 |  
            | 0.618 | 80.987 |  
            | 1.000 | 80.865 |  
            | 1.618 | 80.667 |  
            | 2.618 | 80.347 |  
            | 4.250 | 79.825 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Dec-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 81.380 | 81.245 |  
                                | PP | 81.362 | 81.092 |  
                                | S1 | 81.345 | 80.940 |  |