ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	81.100	81.625	0.525	0.6%	80.025
High	81.570	81.750	0.180	0.2%	81.750
Low	80.900	81.430	0.530	0.7%	79.640
Close	81.473	81.701	0.228	0.3%	81.701
Range	0.670	0.320	-0.350	-52.2%	2.110
ATR	0.454	0.444	-0.010	-2.1%	0.000
Volume	772	1,031	259	33.5%	2,114

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.587	82.464	81.877
R3	82.267	82.144	81.789
R2	81.947	81.947	81.760
R1	81.824	81.824	81.730	81.886
PP	81.627	81.627	81.627	81.658
S1	81.504	81.504	81.672	81.566
S2	81.307	81.307	81.642
S3	80.987	81.184	81.613
S4	80.667	80.864	81.525

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	87.360	86.641	82.862
R3	85.250	84.531	82.281
R2	83.140	83.140	82.088
R1	82.421	82.421	81.894	82.781
PP	81.030	81.030	81.030	81.210
S1	80.311	80.311	81.508	80.671
S2	78.920	78.920	81.314
S3	76.810	78.201	81.121
S4	74.700	76.091	80.541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.750	79.640	2.110	2.6%	0.502	0.6%	98%	True	False	422
10	81.750	79.525	2.225	2.7%	0.420	0.5%	98%	True	False	222
20	81.750	79.525	2.225	2.7%	0.338	0.4%	98%	True	False	119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.058
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	83.110
2.618	82.588
1.618	82.268
1.000	82.070
0.618	81.948
HIGH	81.750
0.618	81.628
0.500	81.590
0.382	81.552
LOW	81.430
0.618	81.232
1.000	81.110
1.618	80.912
2.618	80.592
4.250	80.070

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	81.664	81.474
PP	81.627	81.247
S1	81.590	81.020

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

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