ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 28-Dec-2010

Day Change Summary
	Previous	Current
	27-Dec-2010	28-Dec-2010	Change	Change %	Previous Week
Open	81.300	80.760	-0.540	-0.7%	81.320
High	81.300	80.760	-0.540	-0.7%	81.505
Low	80.970	80.495	-0.475	-0.6%	81.100
Close	81.094	81.080	-0.014	0.0%	81.242
Range	0.330	0.265	-0.065	-19.7%	0.405
ATR	0.370	0.387	0.016	4.4%	0.000
Volume	6	5	-1	-16.7%	37

Daily Pivots for day following 28-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.573	81.592	81.226
R3	81.308	81.327	81.153
R2	81.043	81.043	81.129
R1	81.062	81.062	81.104	81.053
PP	80.778	80.778	80.778	80.774
S1	80.797	80.797	81.056	80.788
S2	80.513	80.513	81.031
S3	80.248	80.532	81.007
S4	79.983	80.267	80.934

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.497	82.275	81.465
R3	82.092	81.870	81.353
R2	81.687	81.687	81.316
R1	81.465	81.465	81.279	81.374
PP	81.282	81.282	81.282	81.237
S1	81.060	81.060	81.205	80.969
S2	80.877	80.877	81.168
S3	80.472	80.655	81.131
S4	80.067	80.250	81.019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.505	80.495	1.010	1.2%	0.189	0.2%	58%	False	True	8
10	81.505	79.790	1.715	2.1%	0.251	0.3%	75%	False	False	11
20	82.150	79.790	2.360	2.9%	0.230	0.3%	55%	False	False	44

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	81.886
2.618	81.454
1.618	81.189
1.000	81.025
0.618	80.924
HIGH	80.760
0.618	80.659
0.500	80.628
0.382	80.596
LOW	80.495
0.618	80.331
1.000	80.230
1.618	80.066
2.618	79.801
4.250	79.369

Fisher Pivots for day following 28-Dec-2010
Pivot	1 day	3 day
R1	80.929	81.053
PP	80.778	81.027
S1	80.628	81.000

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

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