ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 11-Jan-2011

Day Change Summary
	Previous	Current
	10-Jan-2011	11-Jan-2011	Change	Change %	Previous Week
Open	81.845	81.700	-0.145	-0.2%	80.025
High	81.985	81.760	-0.225	-0.3%	81.750
Low	81.500	81.430	-0.070	-0.1%	79.640
Close	81.538	81.505	-0.033	0.0%	81.701
Range	0.485	0.330	-0.155	-32.0%	2.110
ATR	0.447	0.439	-0.008	-1.9%	0.000
Volume	210	89	-121	-57.6%	2,114

Daily Pivots for day following 11-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.555	82.360	81.687
R3	82.225	82.030	81.596
R2	81.895	81.895	81.566
R1	81.700	81.700	81.535	81.633
PP	81.565	81.565	81.565	81.531
S1	81.370	81.370	81.475	81.303
S2	81.235	81.235	81.445
S3	80.905	81.040	81.414
S4	80.575	80.710	81.324

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	81.985	80.290	1.695	2.1%	0.506	0.6%	72%	False	False	427
10	81.985	79.525	2.460	3.0%	0.442	0.5%	80%	False	False	251
20	81.985	79.525	2.460	3.0%	0.346	0.4%	80%	False	False	131

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	0.078
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.163
2.618	82.624
1.618	82.294
1.000	82.090
0.618	81.964
HIGH	81.760
0.618	81.634
0.500	81.595
0.382	81.556
LOW	81.430
0.618	81.226
1.000	81.100
1.618	80.896
2.618	80.566
4.250	80.028

Fisher Pivots for day following 11-Jan-2011
Pivot	1 day	3 day
R1	81.595	81.708
PP	81.565	81.640
S1	81.535	81.573

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

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